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Citations for "Large Panels with Common Factors and Spatial Correlations"

by M. Hashem Pesaran & Elisa Tosetti

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  1. Lanzafame, Matteo & Nogueira, Reginaldo, 2013. "Inflation targeting and interest rates," MPRA Paper 46153, University Library of Munich, Germany.
  2. Sean HOLLY & Ivan PETRELLA, 2010. "Factor demand linkages, technology shocks and the business cycle," Working Papers Department of Economics ces10.26, KU Leuven, Faculty of Economics and Business, Department of Economics.
  3. Özbuğday, Fatih Cemil & Erbas, Bahar Celikkol, 2015. "How effective are energy efficiency and renewable energy in curbing CO2 emissions in the long run? A heterogeneous panel data analysis," Energy, Elsevier, vol. 82(C), pages 734-745.
  4. Alexander Chudik & M. Hashem Pesaran, 2013. "Large Panel Data Models with Cross-Sectional Dependence: A Survey," CESifo Working Paper Series 4371, CESifo Group Munich.
  5. Javier Hidalgo & Marcia M Schafgans, 2015. "Inference and Testing Breaks in Large Dynamic Panels with Strong Cross Sectional Dependence," STICERD - Econometrics Paper Series /2015/583, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  6. Mamun, Md. Al & Sohag, Kazi & Uddin, Gazi Salah & Shahbaz, Muhammad, 2015. "Remittance and domestic labor productivity: Evidence from remittance recipient countries," Economic Modelling, Elsevier, vol. 47(C), pages 207-218.
  7. Bhattacharjee, Arnab & Jensen-Butler, Chris, 2013. "Estimation of the spatial weights matrix under structural constraints," Regional Science and Urban Economics, Elsevier, vol. 43(4), pages 617-634.
  8. Carolina Castagnetti & Eduardo Rossi & Lorenzo Trapani, 2014. "Inference on Factor Structures in Heterogeneous Panels," DEM Working Papers Series 088, University of Pavia, Department of Economics and Management.
  9. Kamiar Mohaddes & M. Hashem Pesaran, 2013. "One Hundred Years of Oil Income and the Iranian Economy: A Curse or a Blessing?," CESifo Working Paper Series 4118, CESifo Group Munich.
  10. Bhattacharjee, Arnab & de Castro, Eduardo Anselmo & Marques, João Lourenço, 2011. "Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal," SIRE Discussion Papers 2011-45, Scottish Institute for Research in Economics (SIRE).
  11. Tim Buyse & Freddy Heylen & Ruben Schoonackers, 2015. "On The Role Of Public Policies And Wage Formation For Private Investment In R&D: A Long-Run Panel Analysis," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/911, Ghent University, Faculty of Economics and Business Administration.
  12. Ruge Leiva, Diego Ivan, 2015. "International R&D Spillovers and other Unobserved Common Spillovers and Shocks," MPRA Paper 63500, University Library of Munich, Germany.
  13. Bussière, Matthieu & Ca' Zorzi, Michele & Chudik, Alexander & Dieppe, Alistair, 2010. "Methodological advances in the assessment of equilibrium exchange rates," Working Paper Series 1151, European Central Bank.
  14. Badi H. Baltagi & Peter Egger & Michael Pfafermayr, 2009. "A Generalized Spatial Panel Data Model with Random Effects," Center for Policy Research Working Papers 113, Center for Policy Research, Maxwell School, Syracuse University.
  15. Holly, S. & Petrella, I., 2008. "Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations," Cambridge Working Papers in Economics 0827, Faculty of Economics, University of Cambridge.
  16. Dragomirescu-Gaina, Catalin & Elia, Leandro & Weber, Anke, 2015. "A fast-forward look at tertiary education attainment in Europe 2020," Journal of Policy Modeling, Elsevier, vol. 37(5), pages 804-819.
  17. Achim Ahrens & Arnab Bhattacharjee, 2015. "Two-Step Lasso Estimation of the Spatial Weights Matrix," Econometrics, MDPI, Open Access Journal, vol. 3(1), pages 128, March.
  18. Mario Cerrato & Christian de Peretti & Nick Sarantis, 2008. "A Nonlinear Panel Unit Root Test under Cross Section Dependence," Working Papers 2008_08, Business School - Economics, University of Glasgow.
  19. Simone Bertoli & J. Fernandes-Huertas Moraga, 2013. "Multilateral resistance to migration," Post-Print halshs-00820169, HAL.
  20. Duong, Nguyen Minh Huy, 2015. "An Investigation of the Determinants of US FDI in Developed Countries, 1982-2010," MPRA Paper 66518, University Library of Munich, Germany.
  21. Markus Eberhardt & Francis Teal, 2009. "Econometrics for Grumblers: A New Look at the Literature on Cross-Country Growth Empirics," CSAE Working Paper Series 2009-07, Centre for the Study of African Economies, University of Oxford.
  22. Chudik, Alexander & Pesaran, Hashem, 2009. "Infinite-dimensional VARs and factor models," Working Paper Series 0998, European Central Bank.
  23. Millo, Giovanni & Piras, Gianfranco, 2012. "splm: Spatial Panel Data Models in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 47(i01).
  24. Gobillon, Laurent & Magnac, Thierry, 2013. "Regional Policy Evaluation:Interactive Fixed Effects and Synthetic Controls," TSE Working Papers 13-419, Toulouse School of Economics (TSE).
  25. Hernandez Vega Marco A, 2015. "Estimating Capital Flows to Emerging Market Economies with Heterogeneous Panels," Working Papers 2015-03, Banco de México.
  26. Alexander Chudik & M. Hashem Pesaran, 2013. "Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors," Globalization and Monetary Policy Institute Working Paper 146, Federal Reserve Bank of Dallas.
  27. Jonathan Temple & Nicolas Van de Sijpe, 2015. "Foreign Aid and Domestic Absorption," Bristol Economics Discussion Papers 15/658, Department of Economics, University of Bristol, UK, revised 22 May 2015.
  28. Markus Eberhardt & Francis Teal, 2010. "Aggregation versus Heterogeneity in Cross-Country Growth Empirics," CSAE Working Paper Series 2010-32, Centre for the Study of African Economies, University of Oxford.
  29. J. Elhorst, 2012. "Dynamic spatial panels: models, methods, and inferences," Journal of Geographical Systems, Springer, vol. 14(1), pages 5-28, January.
  30. Daniel Bernhofen & Markus Eberhardt & Jianan Li & Stephen Morgan, 2015. "Assessing Market (Dis)Integration in Early Modern China and Europe," Discussion Papers 2015-12, University of Nottingham, GEP.
  31. Sequeira, Tiago & Santos, Marcelo & Ferreira-Lopes, Alexandra, 2014. "Income Inequality, TFP, and Human Capital," MPRA Paper 55471, University Library of Munich, Germany.
  32. Su, Liangjun & Jin, Sainan & Zhang, Yonghui, 2015. "Specification test for panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 186(1), pages 222-244.
  33. Lu, Xun & Su, Liangjun, 2016. "Shrinkage estimation of dynamic panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 190(1), pages 148-175.
  34. Cern Ertur & Antonio Musolesi, 2012. "Spatial autoregressive spillovers vs unobserved common factors models. A panel data analysis of international technology diffusion," INRA UMR CESAER Working Papers 2012/9, INRA UMR CESAER, Centre d'’Economie et Sociologie appliquées à l'’Agriculture et aux Espaces Ruraux.
  35. Bhattacharjee, Arnab & Holly, Sean, 2009. "Structural Interactions in Spatial Panels," SIRE Discussion Papers 2009-39, Scottish Institute for Research in Economics (SIRE).
  36. Pesaran, M.H. & Zaffaroni, P., 2008. "Optimal Asset Allocation with Factor Models for Large Portfolios," Cambridge Working Papers in Economics 0813, Faculty of Economics, University of Cambridge.
  37. Diego-Ivan Ruge-Leiva, 2014. "International R&D spillovers and unobserved common shocks," Working Papers 08/14, Instituto Universitario de Análisis Económico y Social.
  38. Mariarosaria Comunale, 2015. "Current Account and Reer Misalignments in Central Eastern EU Countries: an Update Using the Macroeconomic Balance Approach," Bank of Lithuania Working Paper Series 20, Bank of Lithuania.
  39. Erdal Özmen & Özge Doğanay Yaşar, 2015. "Emerging Markets Sovereign Bond Spreads, Credit Ratings and Global Financial Crisis," ERC Working Papers 1510, ERC - Economic Research Center, Middle East Technical University, revised Nov 2015.
  40. Mariarosaria Comunale, 2016. "Dutch Disease, Real Effective Exchange Rate Misalignments and Their Effect on GDP Growh in the EU," CEIS Research Paper 379, Tor Vergata University, CEIS, revised 23 May 2016.
  41. Mohammadi, Hassan & Parvaresh, Shahrokh, 2014. "Energy consumption and output: Evidence from a panel of 14 oil-exporting countries," Energy Economics, Elsevier, vol. 41(C), pages 41-46.
  42. Simone Bertoli & Herbert Brücker & Jesús Fernández-Huertas Moraga, 2013. "The European Crisis and Migration to Germany: Expectations and the Diversion of Migration Flows," Working Papers halshs-00913869, HAL.
  43. Sadorsky, Perry, 2014. "The effect of urbanization on CO2 emissions in emerging economies," Energy Economics, Elsevier, vol. 41(C), pages 147-153.
  44. Arturas Juodis, 2014. "Cointegration Testing in Panel VAR Models Under Partial Identification and Spatial Dependence," UvA-Econometrics Working Papers 14-08, Universiteit van Amsterdam, Dept. of Econometrics.
  45. Burridge, Peter & Iacone, Fabrizio & Lazarová, Štěpána, 2015. "Spatial effects in a common trend model of US city-level CPI," Regional Science and Urban Economics, Elsevier, vol. 54(C), pages 87-98.
  46. Comunale, Mariarosaria, 2014. "Euro-dollar polarization and heterogeneity in exchange rate pass-throughs within the euro zone," MPRA Paper 57704, University Library of Munich, Germany, revised Aug 2014.
  47. Vogel, Johanna, 2013. "Regional Convergence in Europe: A Dynamic Heterogeneous Panel Approach," MPRA Paper 51794, University Library of Munich, Germany.
  48. Balaguer, Jacint & Ripollés, Jordi, 2016. "Asymmetric fuel price responses under heterogeneity," Energy Economics, Elsevier, vol. 54(C), pages 281-290.
  49. Badi H. Baltagi & Qu Feng & Chihwa Kao, 2015. "Estimation of Heterogeneous Panels with Structural Breaks," Center for Policy Research Working Papers 179, Center for Policy Research, Maxwell School, Syracuse University.
  50. Jing Li & Badi Baltagi, 2015. "Cointegration of Matched Home Purchases and Rental Price Indexes ¨C Evidence from Singapore," ERSA conference papers ersa15p571, European Regional Science Association.
  51. Giovanni Forchini & Bin Jiang & Bin Peng, 2015. "Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure and Endogeneity," School of Economics Discussion Papers 0315, School of Economics, University of Surrey.
  52. Mariarosaria Comunale, 2015. "Current Account and Real Effective Exchange Rate Misalignments in Central Eastern EU Countries: an Update Using the Macroeconomic Balance Approach," CEIS Research Paper 360, Tor Vergata University, CEIS, revised 13 Nov 2015.
  53. Giampaolo Arachi & Valeria Bucci & Alessandra Casarico, 2015. "Tax structure and macroeconomic performance," International Tax and Public Finance, Springer, vol. 22(4), pages 635-662, August.
  54. Su, Liangjun & Jin, Sainan, 2012. "Sieve estimation of panel data models with cross section dependence," Journal of Econometrics, Elsevier, vol. 169(1), pages 34-47.
  55. Hyungsik Roger Moon & Martin Weidner, 2014. "Dynamic linear panel regression models with interactive fixed effects," CeMMAP working papers CWP47/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  56. Eslamloueyan, Karim & Jafari, Mahboubeh, 2014. "Financial crisis and saving–investment dynamics in the presence of cross-sectional dependence: The case of East Asia," China Economic Review, Elsevier, vol. 30(C), pages 209-220.
  57. Martín Saldías, 2011. "A Market-based Approach to Sector Risk Determinants and Transmission in the Euro Area," Working Papers w201130, Banco de Portugal, Economics and Research Department.
  58. Badi H. Baltagi & Chihwa Kao & Bin Peng, 2014. ""On Testing for Sphericity with Non-normality in a Fixed Effects Panel Data Model," Center for Policy Research Working Papers 176, Center for Policy Research, Maxwell School, Syracuse University.
  59. Bonizzi, Bruno, 2015. "Institutional Investors Allocation to Emerging Markets: a Panel Approach to Asset Demand," MPRA Paper 61784, University Library of Munich, Germany.
  60. Markus Eberhardt & Christian Helmers & Hubert Strauss, 2013. "Do Spillovers Matter When Estimating Private Returns to R&D?," The Review of Economics and Statistics, MIT Press, vol. 95(2), pages 436-448, May.
  61. Bussière, Matthieu & Chudik, Alexander & Sestieri, Giulia, 2009. "Modelling global trade flows: results from a GVAR model," Working Paper Series 1087, European Central Bank.
  62. Tomohiro Ando & Jushan Bai, 2016. "Panel Data Models with Grouped Factor Structure Under Unknown Group Membership," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 163-191, 01.
  63. Michel Beine & Simone Bertoli & Jesús Fernández-Huertas Moraga, 2014. "A practitioners' guide to gravity models of international migration," Working Papers 2014-03, FEDEA.
  64. Antonio Musolesi & Cem Ertur, 2015. "Weak and Strong cross-sectional dependence: a panel data analysis of international technology diffusion," Working Papers 2015064, University of Ferrara, Department of Economics.
  65. repec:cep:stiecm:/2014/576 is not listed on IDEAS
  66. Badi H. Baltagi & Jing Li, 2015. "Cointegration of Matched Home Purchases and Rental Price Indexes - Evidence from Sinpagore," CESifo Working Paper Series 5559, CESifo Group Munich.
  67. G. Forchini & Bin Jiang & Bin Peng, 2015. "Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure Endogeneity," Monash Econometrics and Business Statistics Working Papers 14/15, Monash University, Department of Econometrics and Business Statistics.
  68. repec:kap:iaecre:v:20:y:2014:i:1:p:103-111 is not listed on IDEAS
  69. Guido M. Kuersteiner & Ingmar R. Prucha, 2015. "Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity," CESifo Working Paper Series 5445, CESifo Group Munich.
  70. Badi H. Baltagi & Jing Li, 2015. "Cointegration of Matched Home Purchases and Rental Price Indexes: Evidence from Singapore," Center for Policy Research Working Papers 185, Center for Policy Research, Maxwell School, Syracuse University.
  71. Salim, Ruhul A. & Shafiei, Sahar, 2014. "Urbanization and renewable and non-renewable energy consumption in OECD countries: An empirical analysis," Economic Modelling, Elsevier, vol. 38(C), pages 581-591.
  72. Eberhardt, Markus & Teal, Francis, 2008. "Modeling technology and technological change in manufacturing: how do countries differ?," MPRA Paper 10690, University Library of Munich, Germany.
  73. Wolter, James Lewis, 2016. "Kernel estimation of hazard functions when observations have dependent and common covariates," Journal of Econometrics, Elsevier, vol. 193(1), pages 1-16.
  74. Kazuhiko Hayakawa & Vanessa Smith & M. Hashem Pesaran, 2014. "Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects," Cambridge Working Papers in Economics 1412, Faculty of Economics, University of Cambridge.
  75. Cavalcanti, Tiago V. de V. & Mohaddes, Kamiar & Raissi, Mehdi, 2011. "Growth, development and natural resources: New evidence using a heterogeneous panel analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(4), pages 305-318.
  76. Mariarosaria Comunale & Jeroen Hessel, 2014. "Current account imbalances in the Euro area: Competitiveness or financial cycle?," DNB Working Papers 443, Netherlands Central Bank, Research Department.
  77. Mehmet Huseyin Bilgin & Giray Gozgor & Gokhan Karabulut, 2015. "The Impact Of World Energy Price Volatility On Aggregate Economic Activity In Developing Asian Economies," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 60(01), pages 1550009-1-1.
  78. James Wolter, 2015. "Kernel Estimation Of Hazard Functions When Observations Have Dependent and Common Covariates," Economics Series Working Papers 761, University of Oxford, Department of Economics.
  79. António Afonso & João Tovar Jalles, 2011. "Linking Investment and Fiscal Policies," Working Papers Department of Economics 2011/16, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  80. Sarafidis, Vasilis, 2009. "GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence," MPRA Paper 25176, University Library of Munich, Germany.
  81. Salim, Ruhul A. & Hassan, Kamrul & Shafiei, Sahar, 2014. "Renewable and non-renewable energy consumption and economic activities: Further evidence from OECD countries," Energy Economics, Elsevier, vol. 44(C), pages 350-360.
  82. Arnab Bhattacharjee & Eduardo Castro & Taps Maiti & João Marques, 2014. "Endogenous spatial structure and delineation of submarkets: A new framework with application to housing markets," SEEC Discussion Papers 1403, Spatial Economics and Econometrics Centre, Heriot Watt University.
  83. J. B. Qian, 2016. "Estimation of Panel Model with Spatial Autoregressive Error and Common Factors," Computational Economics, Society for Computational Economics, vol. 47(3), pages 367-399, March.
  84. Diego-Ivan Ruge-Leiva, 2015. "International R&D Spillovers and other Unobserved Common Spillovers and Shocks," Papers 1502.06805, arXiv.org.
  85. Harry H. Kelejian & Gianfranco Piras, 2013. "A J-Test for Panel Models with Fixed Effects, Spatial and Time," Working Papers Working Paper 2013-03, Regional Research Institute, West Virginia University.
  86. Daniel Sakyi & Jose Villaverde & Adolfo Maza & Krishna Reddy Chittedieonardo, 2012. "Trade Openness, Growth and Development: Evidence from Heterogeneous Panel Cointegration Analysis for Middle-Income Countries," REVISTA CUADERNOS DE ECONOMÍA, UN - RCE - CID, August.
  87. Millo, Giovanni, 2014. "Maximum likelihood estimation of spatially and serially correlated panels with random effects," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 914-933.
  88. Sean Holly & Ivan Petrella, . " Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations," CDMA Conference Paper Series 0809, Centre for Dynamic Macroeconomic Analysis.
  89. Marcelo Santos & Tiago Neves Sequeira & Alexandra Ferreira Lopes, 2014. "Income Inequality and Technological Adoption," CEFAGE-UE Working Papers 2014_10, University of Evora, CEFAGE-UE (Portugal).
  90. Carolina Castagnetti & Eduardo Rossi & Lorenzo Trapani, 2014. "A Two-Stage Estimator for Heterogeneous Panel Models with Common Factors," DEM Working Papers Series 066, University of Pavia, Department of Economics and Management.
  91. Javier Hidalgo & Jungyoon Lee, 2014. "A Cusum Test of Common Trends in Large Heterogeneous Panels," STICERD - Econometrics Paper Series 576, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  92. Perry Singleton, 2015. "Health, Medical Innovation, and Disability Insurance: A Care Study of HIV Antiretroviral Therapy," Center for Policy Research Working Papers 182, Center for Policy Research, Maxwell School, Syracuse University.
  93. Gozgor, Giray & Kablamaci, Baris, 2014. "The linkage between oil and agricultural commodity prices in the light of the perceived global risk," MPRA Paper 58659, University Library of Munich, Germany.
  94. Moscone, F. & Tosetti, Elisa, 2015. "Robust estimation under error cross section dependence," Economics Letters, Elsevier, vol. 133(C), pages 100-104.
  95. António Afonso & João Tovar Jalles, 2011. "Growth and Productivity: the role of Government Debt," Working Papers Department of Economics 2011/13, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  96. Ignace De Vos & Gerdie Everaert, 2016. "Bias-Corrected Common Correlated Effects Pooled Estimation In Homogeneous Dynamic Panels," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 16/920, Ghent University, Faculty of Economics and Business Administration.
  97. Abdilahi Ali & Baris Alpaslan, 2013. "Do Migrant Remittances Complement Domestic Investment? New Evidence from Panel Cointegration," The School of Economics Discussion Paper Series 1308, Economics, The University of Manchester.
  98. Huang, Yongfu, 2014. "Drivers of rising global energy demand: The importance of spatial lag and error dependence," Energy, Elsevier, vol. 76(C), pages 254-263.
  99. Dimitrios Bakas & Evangelia Papapetrou, 2014. "Unemployment by Gender: Evidence from EU Countries," International Advances in Economic Research, International Atlantic Economic Society, vol. 20(1), pages 103-111, February.
  100. Su, Liangjun & Yang, Zhenlin, 2015. "QML estimation of dynamic panel data models with spatial errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 230-258.
  101. Chang, Jinyuan & Guo, Bin & Yao, Qiwei, 2015. "High dimensional stochastic regression with latent factors, endogeneity and nonlinearity," Journal of Econometrics, Elsevier, vol. 189(2), pages 297-312.
  102. Baltagi, Badi H. & Li, Jing, 2015. "Cointegration of matched home purchases and rental price indexes — Evidence from Singapore," Regional Science and Urban Economics, Elsevier, vol. 55(C), pages 80-88.
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