Heterogeneity and cross section dependence in panel data models: Theory and applications introduction

Journal of Applied Econometrics

Volumn 22, Issue 2, 2007, Pages 229-232

  Baltagi, Badi H ^a   Pesaran, M Hashem ^b,c  

^a SYRACUSE UNIVERSITY   (United States)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^c School of Pharmacy

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34248149519     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.955     Document Type: Article

References (7)

1. Anselin L, 1988. Spatial Econometrics: Methods and Models, Kluwer Academic Publishers: Dordrecht, the Netherlands.
2. Bai J and Ng S, 2004. A PANIC Attack on Unit Roots and Cointegration, Econometrica, 72: 1127-1177.
3. Breitung J and Pesaran MH, 2007. Unit Roots and Cointegration in Panels. In L. Mátyás and P. Sevestre (eds.) The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice, Kluwer Academic Publishers: forthcoming.
4. Choi I, 2006. Nonstationary Panels, Chapter 13 in T.C. Mills and K. Patterson (eds.), Palgrave Handbooks of Econometrics, Volume 1, pp. 511-539, Palgrave, Macmillan.
5. Kyriazidou E, 1997. Estimation of a panel data sample selection model, Econometrica, 65: 1335-1364.
6. Pesaran MH, 2006. Estimation and inference in large heterogeneous panels with a multifactor error structure. Econometrica, 74: 967-1012.
7. Pesaran MH, 2007. A simple panel unit root test in the presence of cross-section dependence, Journal of Applied Econometrics, 22: 265-312.