On the impact of error cross‐sectional dependence in short dynamic panel estimation

By Vasileios Sarafidis, D. Robertson. 2009

204 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/fcfac3e98bada0a06e01750480ed690510a6c18a

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. Tom De Groote
2. G. Everaert
3. Vasilis Sarafidis
4. J. Symons
5. D. Robertson
6. Daniel Hoechle

Citations in the corpus

• Why Has China Grown so Fast? The Role of Physical and Human Capital Formation (2011, unknown): “Sarafidis and Robertson (2009) demonstrate that under cross-sectional error dependence, the”
• Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence (2016, methodology): “Sarafidis and Robertson (2009) show that also dynamic panel data IV and GMM estimators (in levels or first-differences) are inconsistent for fixed T and N → ∞ as the moment conditions used by these estimators are invalid under error cross-sectional dependence.”
• IV Estimation of Panels with Factor Residuals (2010, methodology): “2An overview of the current literature on panel data models with error cross-sectional dependence is provided by Sara dis and Wansbeek (2010). see e.g. Bai (2009).”