Large Panel Data Models with Cross-Sectional Dependence

By A. Chudik, Hashem Pesaran. 2015

47 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/f0d59c3fea6ba30bafab7c68cde38faf848bbbfe

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. Badi H. Baltagi
2. Georges Bresson
3. Hashem Pesaran
4. Simplice A. Asongu
5. Lung-fei Lee
6. Jihai Yu
7. Luc Anselin
8. Harry H. Kelejian

In Statistics and Probability

1. Badi H. Baltagi
2. Hashem Pesaran
3. Lutz Kilian
4. Christiane Baumeister

Citations in the corpus

• Fixed Effects Estimation of Large-TPanel Data Models (2018, unknown): “We refer to Bai & Wang (2016) for a recent review, and to Pesaran (2006) and Chudik & Pesaran (2015b) for alternative estimation methods of factor models.”
• Large Panel Data Models with Cross-Sectional Dependence: A Surevey (2013, methodology): “I Monte Carlo experiments in Chudik and Pesaran (2013b) show that extension of the CCE approach to dynamic panels with a multi-factor error structure performs reasonably well (in terms of bias, RMSE, size and power).”
• Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo‐Panel Model with Nested Random Effects (2015, background): “Note that some values of t are not signi cantly di¤erent from zero, with the maximum es- 5For a recent survey on tests for cross-sectional dependence, see Chudik and Pesaran (2013).”