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

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  32. Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs. (2013). Zhao, Yang ; MacDonald, Ronald ; Huang, Huichou.
    In: MPRA Paper.
    RePEc:pra:mprapa:53745.

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  33. A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets. (2013). Guo-Fitoussi, Liang.
    In: MPRA Paper.
    RePEc:pra:mprapa:50005.

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  34. Detecting Big Structural Breaks in Large Factor Models. (2013). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:677.

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  35. Bond Spreads and Economic Activity in Eight European Economies. (2013). Mizen, Paul ; Bleaney, Michael ; Veleanu, Veronica.
    In: Discussion Papers.
    RePEc:not:notcfc:13/09.

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  36. The Comovement in Commodity Prices: Sources and Implications. (2013). Coibion, Olivier ; Alquist, Ron.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/140.

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  37. Testing for Factor Loading Structural Change under Common Breaks. (2013). Yamamoto, Yohei ; Tanaka, Shinya.
    In: Discussion Papers.
    RePEc:hit:econdp:2013-17.

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  38. Shrinkage estimation of high-dimensional factor models with structural instabilities. (2013). Schorfheide, Frank ; Liao, Zhipeng ; Cheng, Xu.
    In: Working Papers.
    RePEc:fip:fedpwp:14-4.

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  39. Large panel data models with cross-sectional dependence: a survey. (2013). Pesaran, Mohammad ; Chudik, Alexander.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:153.

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  40. Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model. (2013). Onatski, Alexei ; Moreira, Marcelo ; Hallin, Marc ; Marcelo Moreira J., .
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/137736.

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  41. Dimensions of macroeconomic uncertainty: A common factor analysis. (2013). Henzel, Steffen ; Rengel, Malte.
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_167.

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  42. Large Panel Data Models with Cross-Sectional Dependence: A Survey. (2013). Pesaran, Mohammad ; Chudik, Alexander.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4371.

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  43. Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons. (2012). Choi, In.
    In: Working Papers.
    RePEc:sgo:wpaper:1209.

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  44. Bond Spreads as Predictors of Economic Activity in Eight European Economies. (2012). Mizen, Paul ; Bleaney, Michael ; Veleanu, Veronica.
    In: Discussion Papers.
    RePEc:not:notcfc:12/11.

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  45. Factor models. (2011). Choi, In ; Breitung, Jörg.
    In: Working Papers.
    RePEc:sgo:wpaper:1121.

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  46. Principal Components and Factor Analysis. A Comparative Study.. (2011). Travaglini, Guido.
    In: MPRA Paper.
    RePEc:pra:mprapa:35486.

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  47. Panel Data Models with Unobserved Multiple Time- Varying Effects to Estimate Risk Premium of Corporate Bonds. (2010). Bada, Oualid ; Kneip, Alois.
    In: MPRA Paper.
    RePEc:pra:mprapa:26006.

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  48. Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005.. (2010). Travaglini, Guido.
    In: MPRA Paper.
    RePEc:pra:mprapa:22077.

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

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  50. A Robust Criterion for Determining the Number of Factors in Approximate Factor Models. (2009). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2009_023.

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