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Cross‐Sectional Dependence in Panel Data Models: A Special Issue

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  • Jushan Bai
  • Badi Baltagi
  • Hashem Pesaran

Abstract

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Suggested Citation

  • Jushan Bai & Badi Baltagi & Hashem Pesaran, 2016. "Cross‐Sectional Dependence in Panel Data Models: A Special Issue," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 1-3, January.
    • Handle: RePEc:wly:japmet:v:31:y:2016:i:1:p:1-3
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    Cited by:

    1. Demetrescu, Matei & Hosseinkouchack, Mehdi & Rodrigues, Paulo M. M., 2023. "Tests of no cross-sectional error dependence in panel quantile regressions," Ruhr Economic Papers 1041, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    2. Badi H. Baltagi & Sophia Ding & Peter H. Egger, 2022. "A Panel Data Model with Generalized Higher-Order Network Effects," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, volume 43, pages 9-35, Emerald Group Publishing Limited.
    3. Aslanidis, Nektarios & Bariviera, Aurelio F. & Perez-Laborda, Alejandro, 2021. "Are cryptocurrencies becoming more interconnected?," Economics Letters, Elsevier, vol. 199(C).
    4. Paulo M.M. Rodrigues & Matei Demetrescu, 2022. "Cross-Sectional Error Dependence in Panel Quantile Regressions," Working Papers w202213, Banco de Portugal, Economics and Research Department.
    5. Qi Li & Vasilis Sarafidis & Joakim Westerlund, 2021. "Essays in honor of Professor Badi H Baltagi," Empirical Economics, Springer, vol. 60(1), pages 1-11, January.
    6. Li, Qi & Sarafidis, Vasilis & Westerlund, Joakim, 2020. "Essays in Honor of Professor Badi H Baltagi: Editorial," MPRA Paper 104751, University Library of Munich, Germany.

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