1. From bytes to sustainability: Leveraging supply chain digitization for enhancing energy resilience. (2025). Arshed, Noman ; Nassani, Abdelmohsen A ; Su, Fang ; Fahad, Shah.
   In: Energy Economics.
   RePEc:eee:eneeco:v:146:y:2025:i:c:s014098832500338x.

   Full description at Econpapers || Download paper

1. Anselin, L. (1988). Spatial econometrics: Methods and models. Boston: Kluwer Academic Publishers.
   Paper not yet in RePEc: Add citation now
   

2. Bai, J. (2009). Panel data models with interactive fixed effects. Econometrica, 77(4), 1229–1279.

3. Bai, J., & Ng, S. (2002). Determining the number of factors in approximate factor models. Econometrica, 70, 161–221.

4. Bailey N., Holly, S. & Pesaran M. H. (2013). A two stage approach to spatiotemporal analysis with strong and weak cross-sectional dependence. CESifo Working Paper Series 4592.

5. Bailey N., Kapetanios G., & Pesaran M. H. (2012). Exponents of cross-sectional dependence: Estimation and inference. CESifo Working Paper No. 3722, revised July 2013.

6. Baltagi, B. H., Song, S. H., & Koh, W. (2003). Testing panel data regression models with spatial error correlation. Journal of Econometrics, 117, 123–150.

7. Chudik A. & Pesaran M. H. (2013b). Large panel data models with cross-sectional dependence: A survey, CESifo Working Paper Series 4371.

8. Chudik A., & Pesaran M. H. (2013a). Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors, CESifo Working Paper Series 4232.

9. Chudik, A., Pesaran, M. H., & Tosetti, E. (2011). Weak and strong cross section dependence and estimation of large panels. Econometrics Journal, 14, C45–C90.

10. Coakley J., Fuertes A., & Smith R. (2002). A principal components approach to cross-section dependence in panels. Working Paper.

11. Holly, S., Pesaran, M. H., & Yamagata, T. (2010). A spatio-temporal model of house prices in the USA. Journal of Econometrics, 158(1), 160–173.

12. Jennrich, R. (1969). Asymptotic properties of non-linear least squares estimators. The Annals of Mathematical Statistics, 40, 633–643.
    Paper not yet in RePEc: Add citation now
    

13. Kapetanios, G., Pesaran, M. H., & Yagamata, T. (2011). Panels with nonstationary multifactor error structures. Journal of Econometrics, 160, 326–348.

14. Kapoor, M., Kelejian, H. H., & Prucha, I. (2007). Panel data models with spatially correlated error components. Journal of Econometrics, 140, 97–130.

15. Kelejian, H. H., & Prucha, I. R. (1999). A generalized moments estimator for the autoregressive parameter in a spatial model. International Economic Review, 40, 509–533.

16. Kelejian, H. H., & Prucha, I. R. (2001). On the asymptotic distribution of the Moran’I test statistic with applications. Journal of Econometrics, 104, 219–257.

17. Lee, L. F., & Yu, J. H. (2010). Estimation of spatial autoregressive panel data models with fixed effects. Journal of Econometrics, 154(2), 165–185.

18. Pötscher, B. M., & Prucha, I. R. (1997). Dynamic nonlinear econometric models, asymptotic theory. New York: Springer.
    Paper not yet in RePEc: Add citation now
    

19. Pesaran, M. H. (2006). Estimation and inference in large heterogeneous panels with a multifactor error structure. Econometrica, 74, 967–1012.

20. Pesaran, M. H., & Tosetti, E. (2011). Large panels with common factors and spatial correlation. Journal of Econometrics, 161(2), 182–202.

21. Phillips, P. C. B., & Sul, D. (2003). Dynamic panel estimation and homogeneity testing under cross section dependence. Econometrics Journal, 6, 217–259.

1. The impact of financial development on house prices. (2023). Zhang, Quanda ; Ivanovski, Kris ; Churchill, Sefa Awaworyi ; Mintah, Kwabena.
   In: The World Economy.
   RePEc:bla:worlde:v:46:y:2023:i:10:p:3154-3181.

   Full description at Econpapers || Download paper

2. Globalization and the New Normal. (2018). Candelon, Bertrand ; Lu, Jing ; Hasse, Jean-Baptiste ; Carare, Alina.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2018/075.

   Full description at Econpapers || Download paper

3. Fighting Capital Flight in Africa: Evidence from Bundling and Unbundling Governance. (2016). Nwachukwu, Jacinta ; Asongu, Simplice.
   In: Working Papers of the African Governance and Development Institute..
   RePEc:agd:wpaper:16/047.

   Full description at Econpapers || Download paper

4. Globalization and Governance: A Critical Contribution to the Empirics. (2016). Tchamyou, Vanessa ; Efobi, Uchenna ; Asongu, Simplice.
   In: Working Papers of the African Governance and Development Institute..
   RePEc:agd:wpaper:16/017.

   Full description at Econpapers || Download paper

5. Fighting Capital Flight in Africa: Evidence from Bundling and Unbundling Governance. (2016). Asongu, Simplice ; Nwachukwu, Jacinta C.
   In: Research Africa Network Working Papers.
   RePEc:abh:wpaper:16/047.

   Full description at Econpapers || Download paper

6. 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

7. The incremental effect of education on corruption: evidence of synergy from lifelong learning. (2015). Nwachukwu, Jacinta ; Asongu, Simplice.
   In: MPRA Paper.
   RePEc:pra:mprapa:69439.

   Full description at Econpapers || Download paper

8. Microfounded forecasting. (2015). Issler, João ; Gaglianone, Wagner.
   In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
   RePEc:fgv:epgewp:766.

   Full description at Econpapers || Download paper

9. 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

10. 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

11. Tax structure and macroeconomic performance. (2015). Casarico, Alessandra ; Bucci, Valeria ; Arachi, Giampaolo.
    In: Working Papers.
    RePEc:don:donwpa:074.

    Full description at Econpapers || Download paper

12. 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

13. Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads. (2015). Rodriguez Caballero, Carlos ; Haldrup, Niels ; Ergemen, Yunus Emre ; Rodriguez-Caballero, Carlos Vladimir.
    In: CREATES Research Papers.
    RePEc:aah:create:2015-58.

    Full description at Econpapers || Download paper

14. Split-Panel Jackknife Estimation of Fixed-Effect Models. (2014). Jochmans, Koen ; Dhaene, Geert.
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l.

    Full description at Econpapers || Download paper

15. GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels. (2014). Westerlund, Joakim ; Sarafidis, Vasilis ; Robertson, Donald.
    In: MPRA Paper.
    RePEc:pra:mprapa:53419.

    Full description at Econpapers || Download paper

16. Understanding the Role of Time-Varying Unobserved Ability Heterogeneity in Education Production. (2014). Lehrer, Steven ; Ding, Weili.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19937.

    Full description at Econpapers || Download paper

17. The empirics of agglomeration economies. (2014). Gobillon, Laurent ; Combes, Pierre-Philippe.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10174.

    Full description at Econpapers || Download paper

18. And yet they Co-move! Public capital and productivity in OECD. (2013). Conti, Maurizio ; Castagnetti, Carolina ; Bottasso, Anna.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:35:y:2013:i:5:p:713-729.

    Full description at Econpapers || Download paper

19. On the implementation and use of factor-augmented regressions in panel data. (2013). Westerlund, Joakim ; Urbain, Jean-Pierre.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:28:y:2013:i:c:p:3-11.

    Full description at Econpapers || Download paper

20. Government Spending and Air Pollution in the US. (2013). Lopez, Ramon ; Islam, Asif.
    In: Working Papers.
    RePEc:ags:umdrwp:144406.

    Full description at Econpapers || Download paper

21. Consistent Estimation of Panel Data Models with a Multi-factor Error Structure. (2012). Forchini, Giovanni ; Peng, Bin.
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:0112.

    Full description at Econpapers || Download paper

22. Identifying observed factors in approximate factor models: estimation and hypothesis testing. (2012). Chen, Liang.
    In: MPRA Paper.
    RePEc:pra:mprapa:37514.

    Full description at Econpapers || Download paper

23. Estimation of a panel stochastic frontier model with unobserved common shocks. (2012). Yin, Shou-Yung ; Hsu, Chih-Chiang ; Lin, Chang-Ching.
    In: MPRA Paper.
    RePEc:pra:mprapa:37313.

    Full description at Econpapers || Download paper

24. Willingness to Accept Equals Willingness to Pay for Labor Market Estimates of the Value of Statistical Life. (2012). ZILIAK, JAMES ; Viscusi, W ; Kniesner, Thomas.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp6816.

    Full description at Econpapers || Download paper

25. Exchange Rates as Exchange Rate Common Factors. (2012). Wu, Jyh-lin ; Sul, Donggyu ; Mark, Nelson ; Greenaway-McGrevy, Ryan.
    In: Working Papers.
    RePEc:hkm:wpaper:212012.

    Full description at Econpapers || Download paper

26. The Japanese economy in crises: A time series segmentation study. (2011). Zhang, Yiting ; Yim, Woei Shyr ; Cheong, Siew Ann ; Fornia, Robert Paulo ; Lee, Gladys Hui Ting, ; Kok, Jun Liang ; Xu, Danny Yuan .
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201124.

    Full description at Econpapers || Download paper

27. Private investment and financial development in a globalized world. (2011). Huang, Yongfu.
    In: Empirical Economics.
    RePEc:spr:empeco:v:41:y:2011:i:1:p:43-56.

    Full description at Econpapers || Download paper

28. Aggregation versus Heterogeneity in Cross-Country Growth Empirics. (2011). Eberhardt, Markus ; Teal, Francis.
    In: Discussion Papers.
    RePEc:not:notcre:11/08.

    Full description at Econpapers || Download paper

29. Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks. (2011). .
    In: Annals of Finance.
    RePEc:kap:annfin:v:7:y:2011:i:3:p:285-318.

    Full description at Econpapers || Download paper

30. The spatial and temporal diffusion of house prices in the UK. (2011). Yamagata, Takashi ; Pesaran, Mohammad ; Holly, Sean.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:69:y:2011:i:1:p:2-23.

    Full description at Econpapers || Download paper

31. Large panels with common factors and spatial correlation. (2011). Tosetti, Elisa ; Pesaran, Mohammad.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:161:y:2011:i:2:p:182-202.

    Full description at Econpapers || Download paper

32. Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends. (2011). Okui, Ryo.
    In: Economics Letters.
    RePEc:eee:ecolet:v:112:y:2011:i:1:p:49-52.

    Full description at Econpapers || Download paper

33. Least squares estimation of a panel data model with multifactor error structure and endogenous covariates. (2011). Lamarche, Carlos ; Harding, Matthew.
    In: Economics Letters.
    RePEc:eee:ecolet:v:111:y:2011:i:3:p:197-199.

    Full description at Econpapers || Download paper

34. ECONOMETRICS FOR GRUMBLERS: A NEW LOOK AT THE LITERATURE ON CROSS‐COUNTRY GROWTH EMPIRICS. (2011). Eberhardt, Markus ; Teal, Francis.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:25:y:2011:i:1:p:109-155.

    Full description at Econpapers || Download paper

35. Do spillovers matter when estimating private returns to R&D?. (2010). Helmers, Christian ; Eberhardt, Markus ; Strauss, Hubert.
    In: Economic and Financial Reports.
    RePEc:ris:eibefr:2010_001.

    Full description at Econpapers || Download paper

36. 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

37. 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

38. 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

39. Productivity Analysis in Global Manufacturing Production. (2010). Teal, Francis ; Eberhardt, Markus.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:515.

    Full description at Econpapers || Download paper

40. Spatial and Temporal Diffusion of House Prices in the UK. (2010). Yamagata, Takashi ; Pesaran, Mohammad ; Holly, Sean.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp4694.

    Full description at Econpapers || Download paper

41. The forward- and the equity-premium puzzles: two symptoms of the same illness?. (2010). Issler, João ; da Costa, Carlos Eugênio ; Matos, Paulo F..
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:712.

    Full description at Econpapers || Download paper

42. Testing for error cross section independence with an application to US health expenditure. (2010). Tosetti, Elisa ; Moscone, Francesco.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:40:y:2010:i:5:p:283-291.

    Full description at Econpapers || Download paper

43. Methodological advances in the assessment of equilibrium exchange rates. (2010). Dieppe, Alistair ; Chudik, Alexander ; Ca' Zorzi, Michele ; Bussiere, Matthieu.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101151.

    Full description at Econpapers || Download paper

44. Aggregation versus Heterogeneity in Cross-Country Growth Empirics.. (2010). Teal, Francis ; Eberhardt, Markus.
    In: CSAE Working Paper Series.
    RePEc:csa:wpaper:2010-32.

    Full description at Econpapers || Download paper

45. Spatial and Temporal Diffusion of House Prices in the UK. (2010). Yamagata, Takashi ; Pesaran, Mohammad ; Holly, Sean.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2913.

    Full description at Econpapers || Download paper

46. 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

47. Cross-section dependence in nonstationary panel models: a novel estimator. (2009). Eberhardt, Markus ; Bond, Stephen.
    In: MPRA Paper.
    RePEc:pra:mprapa:17692.

    Full description at Econpapers || Download paper

48. Identifying distributional characteristics in random coefficients panel data models. (2009). Bonhomme, Stéphane ; Arellano, Manuel.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:22/09.

    Full description at Econpapers || Download paper

49. Identifying Distributional Characteristics in Random Coefficients Panel Data Models. (2009). Bonhomme, Stéphane ; Arellano, Manuel.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2009_0904.

    Full description at Econpapers || Download paper

50. Spatial and Temporal Diffusion of House Prices in the UK. (). Yamagata, Takashi ; Pesaran, Mohammad ; Holly, Sean.
    In: Discussion Papers.
    RePEc:yor:yorken:09/32.

    Full description at Econpapers || Download paper

Report date: 2025-09-17 15:22:40 || Missing content? Let us know