1. Limit theorems for network dependent random variables. (2021). Marmer, Vadim ; Song, Kyungchul ; Kojevnikov, Denis.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:222:y:2021:i:2:p:882-908.

   Full description at Econpapers || Download paper

2. Limit Theorems for Network Dependent Random Variables. (2021). Marmer, Vadim ; Song, Kyungchul ; Kojevnikov, Denis.
   In: Papers.
   RePEc:arx:papers:1903.01059.

   Full description at Econpapers || Download paper

3. Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity. (2020). Prucha, Ingmar ; Kuersteiner, Guido.
   In: Econometrica.
   RePEc:wly:emetrp:v:88:y:2020:i:5:p:2109-2146.

   Full description at Econpapers || Download paper

4. Generalized spatial autocorrelation in a panel-probit model with an application to exporting in China. (2018). Egger, Peter ; Baltagi, Badi ; Kesina, Michaela.
   In: Empirical Economics.
   RePEc:spr:empeco:v:55:y:2018:i:1:d:10.1007_s00181-017-1409-0.

   Full description at Econpapers || Download paper

5. A robust test for network generated dependence. (2018). Prucha, Ingmar ; Liu, Xiaodong.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:207:y:2018:i:1:p:92-113.

   Full description at Econpapers || Download paper

6. Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension. (2018). Gupta, Abhimanyu ; Robinson, Peter M.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:202:y:2018:i:1:p:92-107.

   Full description at Econpapers || Download paper

7. Simultaneous Spatial Panel Data Models with Common Shocks. (2017). Lu, Lina.
   In: Supervisory Research and Analysis Working Papers.
   RePEc:fip:fedbqu:rpa17-3.

   Full description at Econpapers || Download paper

8. Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension. (2017). Gupta, Abhimanyu ; Robinson, Peter M.
   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:84085.

   Full description at Econpapers || Download paper

9. A regional unemployment model simultaneously accounting for serial dynamics, spatial dependence and common factors. (2016). Elhorst, J.Paul ; Vega, Solmaria Halleck.
   In: Regional Science and Urban Economics.
   RePEc:eee:regeco:v:60:y:2016:i:c:p:85-95.

   Full description at Econpapers || Download paper

1. _______(2013): “Panel data models with multiple time-varying individual effects,” Journal of Econometrics 174, 1-14.
   Paper not yet in RePEc: Add citation now
   

2. Ahn, S. G.,Y. H. Lee, and P. Schmidt (2001), GMM estimation of linear panel data models with time-varying individual effects, Journal of Econometrics, 101, 219—255.

3. Aldous, D. J. and G. K. Eagleson, 1978, On Mixing and Stability of Limit Theorems. The Annals of Probability, 6, 325-331.
   Paper not yet in RePEc: Add citation now
   

4. Andrews, D.W.K., 2005, Cross-Section regression with common shocks, Econometrica 73, 1551-1585.

5. Anselin, L., 1988, Spatial Econometrics: Methods and Models, Kluwer, Boston.
   Paper not yet in RePEc: Add citation now
   

6. Arellano, M and O. Bover, 1995, Another look at the instrumental variable estimation of error-components models, Journal of Econometrics, 68, 29-51.

7. Atchad, Y.F., and M.D. Cattaneo, 2012, Limit theorems for quadratic forms of Markov chains, Department of Economics, University of Michigan, Working Paper.
   Paper not yet in RePEc: Add citation now
   

8. Bai, J., 2009, Panel data models with interactive fixed effects, Econometrica 77, 12291279.

9. Bai, J., 2013, Likelihood approach to dynamic panel models with interactive effects, MRPA working paper.

10. Bai, J., and K. Li, 2013, Spatial panel data models with common shocks, MRPA working paper.
    Paper not yet in RePEc: Add citation now
    
11. Bai, J., and S. Ng, 2006a, Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions, Econometrica 74, 1133-1150.
    Paper not yet in RePEc: Add citation now
    

12. Bai, J., and S. Ng, 2006b, Evaluating latent and observed factors in macroeconomics and finance, Journal of Econometrics 131, 507-537.

13. Bierens, H.J., 1994, Topics in Advanced Econometrics, Cambridge University Press, Cambridge.
    Paper not yet in RePEc: Add citation now
    
14. Blume, L.E., W.A. Brock, S.N. Durlauf, and Y.M. Ioannides, 2011, Identification of social interactions. In J. Benhabib, M.O. Jackson and A. Bisin, eds., Handbook of Social Economics, Vol. 1B, North-Holland, Amsterdam, 853-964.
    Paper not yet in RePEc: Add citation now
    

15. Carrell, S. E., B. I. Sacerdote, and J. E. West, 2013, From natural variation to optimal policy? The importance of endogenous peer group formation, Econometrica, 81, vol. 3, 855-882.

16. Chen, D., B. Moulin, and J. Wu, eds., 2014, Analyzing and Modeling Spatial and Temporal Dynamics of Infectious Diseases, Wiley, New York.
    Paper not yet in RePEc: Add citation now
    

17. Chudik, A., and M.H. Pesaran, 2013, Common Correlated Effects Estimation of Heterogeneous dynamic panel data models with weakly exogenous regressors, CES Ifo working paper.

18. Cliff, A., and J. Ord, 1973, Spatial Autocorrelation, Pion, London.
    Paper not yet in RePEc: Add citation now
    
19. Cliff, A., and J. Ord, 1981, Spatial Processes, Models and Applications, Pion, London.
    Paper not yet in RePEc: Add citation now
    
20. Doukhan, P., J.R. Leon, and P. Soulier, 1996, Central and non central limit theorems for quadratic forms of strongly dependent Gaussian fields. Brazilian Journal of Probability and Statistics 10, 205-223.
    Paper not yet in RePEc: Add citation now
    

21. Elhorst, P., 2010, Dynamic panels with endogenous interaction effects when  is small, Regional Science and Urban Economics 20, 272-282.

22. Gallant, A.R., and H. White, 1988, A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models, Basil Blackwell, New York.
    Paper not yet in RePEc: Add citation now
    

23. Gao, J., and H. Yongmiao, 2007, Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing, MPRA Working Paper.

24. Giraitis, L., and M.S. Taqqu, 1998, Central limit theorems for quadratic forms with time-domain conditions. Annals of Probability 26, 377—398.
    Paper not yet in RePEc: Add citation now
    

25. Goldsmith-Pinkham, P. and G. W. Imbens, 2013, Social Networks and the Identification of Peer Effects, Journal of Business & Economic Statistics, 31, pp. 253-264.

26. Hall, P., and C. Heyde, 1980, Martingale Limit Theory and its Applications, Academic Press, New York.
    Paper not yet in RePEc: Add citation now
    

27. Hayakawa, K, 2006, The asymptotic properties of the system GMM estimator in dynamic panel data models when both N and T are large. mimeo.

28. Hayashi, F., and C Sims, 1983, Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments, Econometrica 51, 783-798.

29. Kapoor, M., H.H. Kelejian and I.R. Prucha, 2007, Panel Data Models with Spatially Correlated Error Components, Journal of Econometrics 140, 97-130.

30. Keeling, M.J., and P. Rohani, 2008, Modeling Infectious Diseases in Humans and Animals, Princeton University Press, Princeton.

31. Kelejian, H.H., and I.R. Prucha, 1998, A generalized spatial two stage least squares procedure for estimating a spatial autoregressive model with autoregressive disturbances, Journal of Real Estate Finance and Economics 17, 99-121.

32. Kelejian, H.H., and I.R. Prucha, 1999, A generalized moments estimator for the autoregressive parameter in a spatial model, International Economic Review 40, 509-533.

33. Kelejian, H.H., and I.R. Prucha, 2001, On the asymptotic distribution of the Moran I test statistic with applications, Journal of Econometrics 104, 219-257.

34. Korolyuk, V.S., and Y.V. Borovskich, 1994, Theory of U-Statistics, Springer Verlag, Dordrecht.
    Paper not yet in RePEc: Add citation now
    

35. Kuersteiner, G.M., and I.R. Prucha, 2013, Limit theory for panel data models with cross sectional dependence and sequential exogeneity, Journal of Econometrics 174, 107-126.

36. Lee, L.-F., and J. Yu, 2014, Efficient GMM estimation of spatial dynamic panel data models with fixed effects, Journal of Econometrics 180, 174—197.

37. Lee, L.-F., and X. Liu, 2010, Efficient GMM estimation of higher order spatial autoregressive models with autoregressive disturbances, Econometric Theory 26, 187-230.

38. Lee, L.-F., X. Liu and X. Lin, 2010, Specification and estimation of social interaction models with network structures, Econometrics Journal 13, 145-176.

39. Liu, X., and L.-F. Lee, 2010, GMM estimation of social interaction models with centrality, Journal of Econometrics 159, 99-115.

40. Moon, H.R., and M. Weidner, 2013a, Dynamic linear panel regression models with interactive fixed effects, CeMMaP working paper.

41. Moon, H.R., and M. Weidner, 2013b, Linear regression for panel with unknown number of factors as interactive fixed effects, CeMMaP working paper.

42. Mutl, J., 2006, Dynamic panel data models with spatially correlated innovations, Ph.D. thesis, University of Maryland, College Park.
    Paper not yet in RePEc: Add citation now
    
43. Newey, W.K. and D.L. McFadden. Large sample estimation and hypothesis testing. In R.F. Engle and D.L. McFadden (eds.), Handbook of Econometrics, Vol. IV, pp. 2113-2245. Amsterdam: Elsevier Science B.V., 1994.
    Paper not yet in RePEc: Add citation now
    
44. Pötscher, B.M., and I.R. Prucha, 1997, Dynamic Nonlinear Econometric Models, Asymptotic Theory, Springer Verlag, New York.
    Paper not yet in RePEc: Add citation now
    

45. Patacchini, E., E. Rainone and Y. Zenou, 2013, Heterogeneous peer effects in education, Syracuse University, Department of Economics working paper.

46. Pesaran, M.H., 2006, Estimation and inference in large heterogeneous panels with multifactor error structure, Econometrica 74, 967-1012.

47. Pesaran, M.H., and E. Tosetti, 2011, Large panels with common factors and spatial correlation, Journal of Econometrics 161, 182-202.

48. Phillips, P.C.B., and D. Sul, 2003, Dynamic panel estimation and homogeneity testing under cross sectional dependence, Econometrics Journal 6, 217-259.

49. Phillips, P.C.B., and D. Sul, 2007, Transition modeling and econometric convergence tests, Econometrica 75, 1771-1855.

50. Renyi, A, 1963, On stable sequences of events. Sankya Ser. A, 25, 293-302.
    Paper not yet in RePEc: Add citation now
    

51. Su, L. J. and Z.L.Yang, 2014, QML estimation of dynamic panel models with spatial errors. Journal of Econometrics, forthcoming

52. White, H., 1994, Estimation, Inference and Specification Analysis, Cambridge University Press, New York.

53. Yu, J., R. de Jong and L.-F. Lee, 2008, Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both  and  are large, Journal of Econometrics 146, 118-134.

54. Yu, J., R. de Jong and L.-F. Lee, 2012, Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration, Journal of Econometrics 167, 16-37.

1. Treatment Effects in Interactive Fixed Effects Models with a Small Number of Time Periods. (2022). Callaway, Brantly ; Karami, Sonia.
   In: Papers.
   RePEc:arx:papers:2006.15780.

   Full description at Econpapers || Download paper

2. Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure and Endogeneity. (2015). Forchini, Giovanni ; Peng, Bin ; Jiang, Bin.
   In: School of Economics Discussion Papers.
   RePEc:sur:surrec:0315.

   Full description at Econpapers || Download paper

3. Specification test for panel data models with interactive fixed effects. (2015). Su, Liangjun ; Jin, Sainan ; Zhang, Yonghui.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:186:y:2015:i:1:p:222-244.

   Full description at Econpapers || Download paper

4. Evaluating the effectiveness of Chinas financial reform—The efficiency of Chinas domestic banks. (2015). hsiao, cheng ; Shen, Yan ; Bian, Wenlong.
   In: China Economic Review.
   RePEc:eee:chieco:v:35:y:2015:i:c:p:70-82.

   Full description at Econpapers || Download paper

5. Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity. (2015). Prucha, Ingmar ; Kuersteiner, Guido.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_5445.

   Full description at Econpapers || Download paper

6. Consistent Estimation of Panel Data Models with a Multifactor Error Structure when the Cross Section Dimension is Large. (2014). Forchini, Giovanni ; Peng, Bin.
   In: Working Paper Series.
   RePEc:uts:ecowps:20.

   Full description at Econpapers || Download paper

7. Estimation of random coefficients logit demand models with interactive fixed effects. (2014). Weidner, Martin ; Shum, Matthew ; Moon, Hyungsik.
   In: CeMMAP working papers.
   RePEc:ifs:cemmap:20/14.

   Full description at Econpapers || Download paper

8. A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root. (2014). Westerlund, Joakim ; Norkute, Milda.
   In: Working Papers.
   RePEc:hhs:lunewp:2014_012.

   Full description at Econpapers || Download paper

9. Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects. (2014). Pesaran, Mohammad ; Hayakawa, Kazuhiko ; Smith, Vanessa.
   In: Cambridge Working Papers in Economics.
   RePEc:cam:camdae:1412.

   Full description at Econpapers || Download paper

10. Likelihood approach to dynamic panel models with interactive effects. (2013). Bai, Jushan.
    In: MPRA Paper.
    RePEc:pra:mprapa:50267.

    Full description at Econpapers || Download paper

11. Dynamic linear panel regression models with interactive fixed effects. (2013). Weidner, Martin ; Moon, Hyungsik.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:63/13.

    Full description at Econpapers || Download paper

12. Limit theory for panel data models with cross sectional dependence and sequential exogeneity. (2013). Prucha, Ingmar ; Kuersteiner, Guido.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:174:y:2013:i:2:p:107-126.

    Full description at Econpapers || Download paper

13. Panel data models with multiple time-varying individual effects. (2013). Lee, Young Hoon ; Ahn, Seung ; Schmidt, Peter.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:174:y:2013:i:1:p:1-14.

    Full description at Econpapers || Download paper

14. Stochastic frontier analysis using Stata. (2012). Ilardi, Giuseppe ; Daidone, Silvio ; Belotti, Federico ; Atella, Vincenzo.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:251.

    Full description at Econpapers || Download paper

15. Estimation of random coefficients logit demand models with interactive fixed effects. (2012). Weidner, Martin ; Shum, Matthew ; Moon, Hyungsik.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:08/12.

    Full description at Econpapers || Download paper

16. Asymptotic distribution of factor augmented estimators for panel regression. (2012). Sul, Donggyu ; Han, Chirok ; Greenaway-McGrevy, Ryan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:169:y:2012:i:1:p:48-53.

    Full description at Econpapers || Download paper

17. Large covariance estimation by thresholding principal orthogonal complements. (2011). Liao, Yuan ; Fan, Jianqing ; Mincheva, Martina .
    In: MPRA Paper.
    RePEc:pra:mprapa:38697.

    Full description at Econpapers || Download paper

18. Heterogeneity and tests of risk sharing. (2011). Schulhofer-Wohl, Sam.
    In: Staff Report.
    RePEc:fip:fedmsr:462.

    Full description at Econpapers || Download paper

19. IV Estimation of Panels with Factor Residuals. (2010). Sarafidis, Vasilis ; Robertson, Donald ; Symons, James.
    In: MPRA Paper.
    RePEc:pra:mprapa:26166.

    Full description at Econpapers || Download paper

20. Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence. (2010). Yamagata, Takashi ; Sarafidis, Vasilis.
    In: MPRA Paper.
    RePEc:pra:mprapa:25182.

    Full description at Econpapers || Download paper

21. Cross-sectional Dependence in Panel Data Analysis. (2010). Sarafidis, Vasilis ; Wansbeek, Tom.
    In: MPRA Paper.
    RePEc:pra:mprapa:20367.

    Full description at Econpapers || Download paper

22. The impact of piped water provision on infant mortality in Brazil: A quantile panel data approach. (2010). Khan, Shakeeb ; Gamper-Rabindran, Shanti ; Timmins, Christopher.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:92:y:2010:i:2:p:188-200.

    Full description at Econpapers || Download paper

23. Estimation of Temporal Variations in Fan Loyalty: Application of Multi-Factor Models. (2009). Lee, Young Hoon.
    In: Working Papers.
    RePEc:sgo:wpaper:0902.

    Full description at Econpapers || Download paper

24. The Impact of Postseason Restructuring on the Competitive Balance and Fan Demand in Major League Baseball. (2009). Lee, Young Hoon.
    In: Working Papers.
    RePEc:sgo:wpaper:0901.

    Full description at Econpapers || Download paper

25. A test of cross section dependence for a linear dynamic panel model with regressors. (2009). Yamagata, Takashi ; Sarafidis, Vasilis ; Robertson, Donald.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:148:y:2009:i:2:p:149-161.

    Full description at Econpapers || Download paper

26. Estimation methods in panel data models with observed and unobserved components: a Monte Carlo study. (2008). Rossi, Eduardo ; Castagnetti, Carolina.
    In: MPRA Paper.
    RePEc:pra:mprapa:26196.

    Full description at Econpapers || Download paper

27. A joint serial correlation test for linear panel data models. (2008). Yamagata, Takashi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:146:y:2008:i:1:p:135-145.

    Full description at Econpapers || Download paper

28. Fixed effects instrumental variables estimation in correlated random coefficient panel data models. (2008). Wooldridge, Jeffrey ; Murtazashvili, Irina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:142:y:2008:i:1:p:539-552.

    Full description at Econpapers || Download paper

29. Efficient estimation and inference in linear pseudo-panel data models. (2008). Inoue, Atsushi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:142:y:2008:i:1:p:449-466.

    Full description at Econpapers || Download paper

30. Comments on: Panel data analysis—advantages and challenges. (2007). Meijer, Erik ; Wansbeek, Tom.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:16:y:2007:i:1:p:33-36.

    Full description at Econpapers || Download paper

31. Stochastic frontier models with multiple time-varying individual effects. (2007). Schmidt, Peter ; Lee, Young Hoon ; Ahn, Seung.
    In: Journal of Productivity Analysis.
    RePEc:kap:jproda:v:27:y:2007:i:1:p:1-12.

    Full description at Econpapers || Download paper

32. Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors. (2007). shin, yongcheol ; Serlenga, Laura.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:22:y:2007:i:2:p:361-381.

    Full description at Econpapers || Download paper

33. Fixed-effect estimation of technical efficiency with time-invariant dummies. (2007). Horrace, William ; Feng, Qu.
    In: Economics Letters.
    RePEc:eee:ecolet:v:95:y:2007:i:2:p:247-252.

    Full description at Econpapers || Download paper

34. Panel Data Models with Multiple Time-Varying Individual Effects. (2007). Schmidt, Peter ; Lee, Young Hoon ; Ahn, Seung.
    In: Working Papers.
    RePEc:crt:wpaper:0702.

    Full description at Econpapers || Download paper

35. Omitted Variables in Multilevel Models. (2006). Kim, Jee-Seon ; Frees, Edward.
    In: Psychometrika.
    RePEc:spr:psycho:v:71:y:2006:i:4:p:659-690.

    Full description at Econpapers || Download paper

36. The Asymptotics for Panel Models with Common Shocks. (2006). Urga, Giovanni ; Trapani, Lorenzo ; Kao, Chihwa.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:77.

    Full description at Econpapers || Download paper

37. The common and specific components of dynamic volatility. (2006). LINTON, OLIVER ; Korajczyk, Robert ; Connor, Gregory.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:132:y:2006:i:1:p:231-255.

    Full description at Econpapers || Download paper

38. Consumption growth and spatial poverty traps: an analysis of the effect of social services and community infrastructures on living standards in rural Peru. (2005). Mesplé-Somps, Sandrine ; Herrera, Javier ; De Vreyer, Philippe.
    In: Ibero America Institute for Econ. Research (IAI) Discussion Papers.
    RePEc:got:iaidps:124.

    Full description at Econpapers || Download paper

39. Estimation of a panel data model with parametric temporal variation in individual effects. (2005). Schmidt, Peter ; Orea, Luis ; Han, Chirok.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:126:y:2005:i:2:p:241-267.

    Full description at Econpapers || Download paper

40. General Diagnostic Tests for Cross Section Dependence in Panels. (2004). Pesaran, Mohammad.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1240.

    Full description at Econpapers || Download paper

41. Random Coefficient Panel Data Models. (2004). Pesaran, Mohammad ; hsiao, cheng.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1236.

    Full description at Econpapers || Download paper

42. Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors. (2004). shin, yongcheol ; Serlenga, Laura.
    In: Edinburgh School of Economics Discussion Paper Series.
    RePEc:edn:esedps:105.

    Full description at Econpapers || Download paper

43. Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. (2004). Pesaran, Mohammad.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1331.

    Full description at Econpapers || Download paper

44. Random Coefficient Panel Data Models. (2004). Pesaran, Mohammad ; hsiao, cheng.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1233.

    Full description at Econpapers || Download paper

45. General Diagnostic Tests for Cross Section Dependence in Panels. (2004). Pesaran, Mohammad.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1229.

    Full description at Econpapers || Download paper

46. ‘General Diagnostic Tests for Cross Section Dependence in Panels’. (2004). Pesaran, Mohammad.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0435.

    Full description at Econpapers || Download paper

47. ‘Random Coefficient Panel Data Models’. (2004). Pesaran, Mohammad ; hsiao, cheng.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0434.

    Full description at Econpapers || Download paper

48. Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence. (2003). Pesaran, Mohammad.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_869.

    Full description at Econpapers || Download paper

49. Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence. (2003). Pesaran, Mohammad.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0305.

    Full description at Econpapers || Download paper

50. Consistent estimation of discrete-choice models for panel data with multiplicative effects. (2002). Thomas, Alban.
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
    RePEc:cpd:pd2002:d6-2.

    Full description at Econpapers || Download paper

Report date: 2025-09-20 05:08:55 || Missing content? Let us know