A test of cross section dependence for a linear dynamic panel model with regressors

By Vasileios Sarafidis, Takashi Yamagata, D. Robertson. 2009

290 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/b1c0750101f36bf1b7f751009ebad966f788c3d5

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. M. Chou
2. Simon Reese
3. Artūras Juodis

Citations in the corpus

• Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure (2019, unknown): “The resulting correlation between the factor loadings is clearly Op(1/N), thus the results we obtain below are not affected by this transformation; see Sarafidis et al. (2009) for more details.”
• Does tourism development promote economic growth in transition countries? A panel data analysis (2013, background): “stationary dynamic panel datamodels, the CD test fails to reject the null hypothesis when the factor loadings have a zero mean in the cross-sectional dimension (Sarafidis et al., 2009).”
• The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation (2018, methodology): “Examples in a fixedT framework are given by Sarafidis, Yamagata, and Robertson (2009), Ahn, Lee, and Schmidt (2013), and Juodis (2018) among others.”