Cross-Sectional Dependence in Panel Data Analysis

By Vasilis Sarafidis, T. Wansbeek. 2012

471 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/869edf86c0d9fbcd2243299280539e6485af156c

How researchers see this paper

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In Economics and Econometrics

1. M. Eberhardt
2. O. Thévenon
3. Badi H. Baltagi
4. Bin Peng
5. Brantley Liddle
6. C. Kao
7. F. Teal
8. Xuejiao Ma

Citations in the corpus

• Testing Weak Cross-Sectional Dependence in Large Panels (2012, unknown): “Recent surveys are provided by Moscone and Tosetti (2009) and Sarafidis and Wansbeek (2012).”
• Grouped Patterns of Heterogeneity in Panel Data (2015, unknown): “Elena Manresa CEMFI Manresa@cemfi.es”
• Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure (2019, unknown): “Chudik and Pesaran (2015b), Sarafidis and Wansbeek (2012) and Bai and Wang (2016) also provide excellent surveys on the related literature.”
• Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation (2016, methodology): “Recent surveys for cross-sectional correlation or dependence tests in large panels are provided by Moscone and Tosetti [16], Sarafidis and Wansbeek [17] and Chudik and Pesaran [18].”
• What are the carbon emissions elasticities for income and population? Bridging STIRPAT and EKC via robust heterogeneous panel estimates (2015, background): “These shocks or institutions can be thought of as omitted variables, and are likely to be correlated with the regressors (Sarafidis and Wansbeek 2012).”
• Productivity Analysis in Global Manufacturing Production (2010, methodology): “…& Schiantarelli, 2007) as well as of accounting for cross-section correlation in the panel (Westerlund & Edgerton, 2008; Moscone & Tosetti, 2009; Sarafidis & Wansbeek, 2010).1 We adopt a common factor modelling framework (Bai & Ng, 2004; Pesaran, 2006; Kapetanios, Pesaran, & Yamagata, 2009;…”
• Does Economic Advancement ‘Cause’ a Re-increase in Fertility? An Empirical Analysis for OECD Countries (1960–2007) (2014, background): “TFR and GDPpc) to be uncorrelated, which is not likely to be the case (Sarafidis and Wansbeek 2012).”