Cross-Sectional Dependence in Panel Data Analysis

Econometric Reviews

Volumn 31, Issue 5, 2012, Pages 483-531

  Sarafidis, Vasilis ^a   Wansbeek, Tom ^b  

^a UNIVERSITY OF SYDNEY   (Australia)

^b UNIVERSITY OF GRONINGEN   (Netherlands)

Author keywords

Cross sectional dependence; Factor structure; Panel data; Spatial dependence; Strong Weak exogeneity

Indexed keywords

EID: 84859342678     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474938.2011.611458     Document Type: Article

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