Cross-section dependence in nonstationary panel models: a novel estimator

By M. Eberhardt, Stephen R. Bond. 2009

683 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/e7476ced7193686cb43505b6edbb4457b207a417

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Citations in the corpus

Tourism, growth and environment: analysis of non-linear and moderating effects (2020, methodology): “Therefore, we employ the Augmented Mean Group (AMG) developed by Eberhardt and Bond (2009) to control for cross-sectional dependence.”
Do urbanization and industrialization affect energy intensity in developing countries (2013, methodology): “Models are estimated using the mean group (MG) estimator of Pesaran and Smith (1995), Pesaran's (2006) CommonCorrelated Effects Mean Group (CCEMG) estimator, and the Augmented Mean Group (AMG) estimator (Bond and Eberhardt, 2009; Eberhardt and Teal, 2010). The mean group (MG) approach incorporates h”
Does urbanization increase pollutant emission and energy intensity? evidence from some Asian developing economies (2019, background): “…Pesaran’s (2006) Common Correlated Effects Mean Group (CCEMG) estimator, and the Augmented Mean Group (AMG) of Eberhardt and Teal (2010) and Bond and Eberhardt (2009), which are designed for (***), (**), and (*) indicate that the test statistics are significant at the 1%, 5%, and 10%…”
The effect of urbanization on CO2 emissions in emerging economies (2014, unknown): “The Augmented Mean Group (AMG) estimator is an alternative to the Pesaran (2006) CCEMG estimator (Bond and Eberhardt, 2009; Eberhardt and Teal, 2010).”
Determinants of the global and regional CO2 emissions: What causes what and where? (2019, methodology): “, the panel augmented mean group (AMG) estimator proposed by Eberhardt and Bond (2009) and common correlated effects mean group (CCEMG) estimator introduced by Pesaran (2006) and then advanced by Kapetanios, Pesaran, and Yamagata (2011). The results of AMG and CCEMG estimators for the global panel a”
Estimating Panel Time-Series Models with Heterogeneous Slopes (2012, methodology): “In Monte Carlo simulations (Bond and Eberhardt 2009) the AMG performed similarly well as the CCEMG in terms of bias or RMSE in panels with nonstationary variables (cointegrated or not) and multifactor error terms (cross-section dependence). The standard errors reported in the averaged regression res”
The role of environmental technology for energy demand and energy efficiency: Evidence from OECD countries (2022, methodology): “After the unit root testing, the authors further utilize the Augmented Mean Group (AMG) estimator of Eberhardt and Teal (2010) and Eberhardt and Bond (2009) to explore the role of environmental technology on energy consumption and energy intensity.”