Results 11 to 20 of about 4,867,305 (301)
Cross-Sectional Dependence in Panel Data Analysis [PDF]
Econometric Reviews, 2011 This article provides an overview of the existing literature on panel data models with error cross-sectional dependence (CSD). We distinguish between weak and strong CSD and link these concepts to the spatial and factor structure approaches. We consider estimation under strong and weak exogeneity of the regressors for both T fixed and T large cases ...
Sarafidis, Vasilis, Wansbeek, Tom
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Large Panel Data Models with Cross-Sectional Dependence: A Survey [PDF]
SSRN Electronic Journal, 2013 This paper provides an overview of the recent literature on estimation and inference in large panel data models with cross-sectional dependence. It reviews panel data models with strictly exogenous regressors as well as dynamic models with weakly exogenous regressors.
Alexander Chudik, M. Hashem Pesaran
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Exponent of Cross-sectional Dependence for Residuals [PDF]
Sankhya B, 2018 In this paper we focus on estimating the degree of cross-sectional dependence in the error terms of a classical panel data regression model. For this purpose we propose an estimator of the exponent of cross-sectional dependence denoted by alpha, which is based on the number of non-zero pair-wise cross correlations of these errors.
Natalia Bailey +2 more
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Exponent of Cross-Sectional Dependence: Estimation and Inference [PDF]
SSRN Electronic Journal, 2012 (DISCLAIMER: Not all mathematical symbols in the abstract will display properly - please see the abstract in the pdf). An important issue in the analysis of cross-sectional dependence which has received renewed interest in the past few years is the need for a better understanding of the extent and nature of such cross dependencies.
Bailey, Natalia +2 more
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Bootstrap inference under cross‐sectional dependence
Quantitative Economics, 2023 In this paper, we introduce a method of generating bootstrap samples with unknown patterns of cross‐ sectional/spatial dependence, which we call the spatial dependent wild bootstrap. This method is a spatial counterpart to the wild dependent bootstrap of Shao (2010) and generates data by multiplying a vector of independently and identically distributed
Conley, Timothy G. +3 more
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Series estimation under cross-sectional dependence [PDF]
Journal of Econometrics, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jungyoon Lee, Peter M Robinson
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Understanding Cross-Sectional Dependence in Panel Data [PDF]
SSRN Electronic Journal, 2018 We provide various norm-based definitions of different types of cross-sectional dependence and the relations between them. These definitions facilitate to comprehend and to characterize the various forms of cross-sectional dependence, such as strong, semi-strong, and weak dependence.
Basak, Gopal K, Das, Samarjit
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Cross-sectional dependence test results.
, 2022 Cross-sectional dependence test results.
Abdul Majeed (725054) +4 more
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Chirality Dependence of the Absorption Cross Section of Carbon Nanotubes [PDF]
Physical Review Letters, 2013 The variation of the optical absorption of carbon nanotubes with their geometry has been a long standing question at the heart of both metrological and applicative issues, in particular because optical spectroscopy is one of the primary tools for the assessment of the chiral species abundance of samples.
Vialla, Fabien +9 more
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Cross-sectional dependence in idiosyncratic volatility [PDF]
Journal of EconometricsThis paper introduces an econometric framework for analyzing cross-sectional dependence in the idiosyncratic volatilities of assets using high frequency data. We first consider the estimation of standard measures of dependence in the idiosyncratic volatilities such as covariances and correlations.
Ilze KALNINA, Kokouvi TEWOU
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