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Outliers and Spatial Dependence in Cross-Sectional Regressions
Environment and Planning A: Economy and Space, 2007Outliers are a risk factor in any econometric analysis. They are often observations that exert an excessive influence on the results and lower our confidence in the estimations. As a consequence, the attention given to their identification and treatment in the context of time series is not surprising. Our intention in the present paper is to advance in
Jesús Mur, Jørgen Lauridsen
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Forecasting using heterogeneous panels with cross-sectional dependence [PDF]
International Journal of Forecasting, 2020 In this paper, we focus on forecasting heterogeneous panels in presence of cross-sectional depen-dence in terms of both spatial error dependence and common factors. We propose two mainapproaches to estimate the factor structure, one using the residuals (“Residuals Based Approach”,RBA) while the second using a panel of some variables (“Auxiliary ...
Giovanni Urga
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Modelling in the Presence of Cross-sectional Error Dependence
2017Given the growing availability of big datasets which contain information on multiple dimensions and following the recent research trend on multidimensional modelling, we develop three-dimensional panel data models with threeway error components that allow for strong cross-sectional dependence (CSD) through unobserved heterogeneous global factors, and ...
MASTROMARCO, CAMILLA +3 more
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Testing for Cross-sectional Dependence in Regional Panel Data
Spatial Economic Analysis, 2011Abstract We examine three tests of cross-sectional dependence and apply them to a Danish regional panel dataset with few time periods and a large cross-section: the CD test due to Pesaran (2004), the Schott test and the Liu–Lin–Shao test. We show that the CD test and the Schott test have good properties in a Monte Carlo study.
Torben Dall Schmidt, Peter Jensen
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Temperature dependence of unshielded cross-sections in multigroup cross-section sets
Annals of Nuclear Energy, 2000Abstract The self-shielding factor method in the multigroup approach is well known in Reactor Physics. The temperature and background dependent neutron cross-sections are conventionally represented in a problem-independent multigroup cross-section set by specifying for each group and reaction the unshielded cross-section (at 0 K) along with a set of ...
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A nonlinear panel model of cross-sectional dependence [PDF]
, 2010 This paper proposes a new panel model of cross-sectional dependence. The model has a number of potential structural interpretations that relate to economic phenomena such as herding in financial markets. On an econometric level it provides a flexible approach to the modelling of interactions across panel units and can generate endogenous cross ...
George Kapetanios +2 more
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On the Z-Dependence of Bremsstrahlung Cross Sections
1981Electrons colliding with neutral or ionized atoms give rise to the emission of a continuous x-ray spectrum (bremsstrahlung). The origin of this spectrum is due to the slowing-down of incident electrons in the fields of nuclei. Classically, the acceleration of an electron moving along a parabolic path in a purely Coulombic field is given by a = Ze2/(mr2)
R. Hippler +3 more
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On the energy dependence of inelastic cross sections
The European Physical Journal D, 2007The new accurate two-state quantum calculations of the inelastic cross sections in H + Li, Na collisions for energies from the thresholds and till 100 eV or 600 eV are performed, and the results are compared with the Landau-Zener model cross sections in both the diabatic and the adiabatic representations.
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Energy dependence of rotational cross sections
Chemical Physics Letters, 1979Abstract A modified exponential model for rotational state-to-state cross sections is proposed which accounts for most of the observed features for Ar-N 2 at large [Δ j ] and large total energy E . This empirical form gives rise to non-linear surprisals, and suggests that the prior transition probability, usually taken as a constant, is ...
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GMM estimation with cross sectional dependence
Journal of Econometrics, 1999This paper presents practical estimation methods for econometric models of cross-sectional dependence. These models use information on agents interdependence -- their economic distance -- to characterize dependence structures without parametric assumptions.
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