create a website

.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 42

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Anselin, L., 1988, Spatial Econometrics: Methods and Models, Kluwer Academic Publishers, Dordrecht.
    Paper not yet in RePEc: Add citation now
  2. Anselin, L., J. Le Gallo and H. Jayet, 2008, Spatial panel econometrics, in The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice, (Mátyás L. and P. Sevestre, editors), Kluwer Academic Publishers, Chapter 18, 625-662.
    Paper not yet in RePEc: Add citation now
  3. Bai, J. and S. Ng, 2002, Determining the number of factors in approximate factor models, Econometrica, 70(1), 191-221.

  4. Bai, J., 2003, Inferential theory for factor models of large dimensions, Econometrica, 71(1), 135-171.

  5. Bai, J., 2004, Estimating cross-section common stochastic trends in nonstationary panel data, Journal of Econometrics, 122(1), 137-183.

  6. Baltagi, B.H. and G. Bresson, 2011, Maximum likelihood estimation and Lagrange multiplier tests for panel seemingly unrelated regressions with spatial lag and spatial errors: an application to hedonic housing prices in Paris, Journal of Urban Economics, 69(1), 24-42.

  7. Basu, S. and S. Chib, 2003, Marginal likelihood and Bayes factors for Dirichlet process mixture models, Journal of the American Statistical Association, 98, 224-235.

  8. Bowman, F. D., 2005, Spatio-temporal modeling of localized brain activity, Biostatistics, 6, 558-575.
    Paper not yet in RePEc: Add citation now
  9. Bowman, F. D., 2007, Spatiotemporal models for region of interest analyses of functional neuroimaging data, Journal of The American Statistical Association, 102, 478, 442453.

  10. Bowman, F. D., Bassett, S.S. Caffo, B.S. and C. Kilts, 2007, A Bayesian hierarchical framework for spatial modeling of fMRI data, Dept. of Biostatistics working papers n◦ 139, John Hopkins University.
    Paper not yet in RePEc: Add citation now
  11. Braeutigam, S., 2005, Neuroeconomics: from neural systems to economic behaviour, Brain Research Bulletin, 67, 355-360.
    Paper not yet in RePEc: Add citation now
  12. Bresson, G. and C. Hsiao, 2011, A functional connectivity approach for modeling crosssectional dependence with an application to the estimation of hedonic housing prices in Paris, working paper 11-04, Ermes, Université Paris II / Sorbonne Universités.

  13. Bresson, G., Hsiao, C. and A. Pirotte, 2007, Assessing the contribution of R&D to total factor productivity. A Bayesian approach to account for heterogeneity and heteroscedasticity, working paper 07-08, Ermes, Université Paris II / Sorbonne Universités.
    Paper not yet in RePEc: Add citation now
  14. Brown, J.N. and H.S. Rosen, 1982, On the estimation of structural hedonic price models, Econometrica, 50, 765-768.

  15. Carlin, B.P. and T.A. Louis, 2000, Bayes and Empirical Bayes Methods for Data Analysis, Chapman & Hall/CRC.
    Paper not yet in RePEc: Add citation now
  16. Conley, T.G. and G. Topa, 2002, Socio-economic distance and spatial patterns in unemployment, Journal of Applied Econometrics, 17,303-327.
    Paper not yet in RePEc: Add citation now
  17. Conley, T.G., 1999, GMM estimation with cross sectional dependence, Journal of Econometrics, 92(1), 1-45.

  18. Friston, K., Holmes, A., Worsley, K., Poline, J., Frith, C., and R. Frackowiak, 1995, Statistical parametric maps in functional imaging: a general linear approach, Human Brain Mapping, 2, 189-210.
    Paper not yet in RePEc: Add citation now
  19. Friston, K.J., Fristh, C.D., and R.S.J. Frackowiak, 1993, Time-dependent changes in effective connectivity measured with PET, Human Brain Mapping, 1, 69-80.
    Paper not yet in RePEc: Add citation now
  20. Gelfand, A.E. and A.F.M. Smith, 1992, Bayesian statistics without tears: a samplingresampling perspective, American Statistician, 46, 84-88.
    Paper not yet in RePEc: Add citation now
  21. Geweke, J., 1992, Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments, in Bayesian Statistics (Bernado, J., Berger, J., Dawid, A. and A. Smith, editors), vol. 4, 641-649, Clarendon Press.
    Paper not yet in RePEc: Add citation now
  22. Goyal S., 2008, Connections: An Introduction to the Economics of Networks, Princeton University Press.
    Paper not yet in RePEc: Add citation now
  23. Hsiao, C. and A.K. Tahmiscioglu, 1997, A panel analysis of liquidity constraints and firm investment, Journal of the American Statistical Association 92, 455-465.
    Paper not yet in RePEc: Add citation now
  24. Hsiao, C. and A.K. Tahmiscioglu, 2008, Estimation of dynamic panel data models with both individual and time-specific effects, Journal of Statistical Planning and Inference, 138 (9), 2698-2721 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.
    Paper not yet in RePEc: Add citation now
  25. Hsiao, C. and M.H. Pesaran, 2008, Random coefficients panel data models, in Màtyàs L and P. Sevestre (eds.) The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice, Kluwer Academic Publishers, 185-214.

  26. Hsiao, C., 1974, Statistical inference for a model with both random cross-sectional and time effects, International Economic Review, 15, 12-30.

  27. Hsiao, C., 1975, Some estimation methods for a random coefficients model, Econometrica, 43, 305-325.
    Paper not yet in RePEc: Add citation now
  28. Hsiao, C., 2003, Analysis of Panel Data, second edition, Econometric Society Monographs, Cambridge University Press, New-York.
    Paper not yet in RePEc: Add citation now
  29. Kenning, P. and H. Plassmann, 2005, Neuroeconomics: an overview from an economic perspective, Brain Research Bulletin, 67, 343-354.
    Paper not yet in RePEc: Add citation now
  30. Koop G., 2003, Bayesian Econometrics, John Wiley, New York.
    Paper not yet in RePEc: Add citation now
  31. Lindley, D.V. and A.F.M. Smith, 1972, Bayes estimates for the linear model, Journal of The Royal Statistical Society, B, 34, 1-41.
    Paper not yet in RePEc: Add citation now
  32. Patel, N., Bowman F.D. and J. Rilling, 2006a, A Bayesian approach to determine connectivity of the human brain, Human Brain Mapping, 27, 267-276.
    Paper not yet in RePEc: Add citation now
  33. Patel, N., Bowman F.D. and J. Rilling, 2006b, Determining hierarchical functional networks from auditory stimuli fMRI, Human Brain Mapping, 27, 462-470.
    Paper not yet in RePEc: Add citation now
  34. Pesaran, M.H. and Smith R.P., 1995, Estimating long-run relationships from dynamic heterogeneous panels, Journal of Econometrics, 68, 79-113.

  35. Pesaran, M.H., 2004, General diagnostic tests for cross section dependence in panels, CESifo Working Papers, No.1233.

  36. Pesaran, M.H., 2006, Estimation and inference in large heterogeneous panels with a multifactor error structure, Econometrica, 74 (4), 967-1012.

  37. Phillips, P.C.B. and D. Sul, 2003. Dynamic panel estimation and homogeneity testing under cross section dependence, Econometrics Journal, vol. 6(1), 217-259, 06.

  38. Rosen, S., 1974, Hedonic prices and implicit markets, Journal of Political Economy, 82, 34-55.

  39. Sarafidis, V. and T. Wansbeek, 2010, Cross-sectional dependence in panel data analysis, MPRA Paper 20367, University Library of Munich, Germany.

  40. Swamy, P. A. V. B. and J. S. Mehta, 2005, Bayesian and non-Bayesian analysis of switching regressions and of random coefficient regression models, Journal of The American Statistical Association, 70, 351, 593-602.
    Paper not yet in RePEc: Add citation now
  41. Swamy, P.A.V.B., 1970, Efficient inference in a random coefficient regression model, Econometrica, 38, 311-323.
    Paper not yet in RePEc: Add citation now
  42. Woolrich, M. W., Jenkinson, M. Brady, J. M. and S. M., Smith, 2004, Fully Bayesian spatio-temporal modeling of fMRI data, IEEE Transactions on Medical Imaging, 23, 2, 213-231.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander.
    In: The World Economy.
    RePEc:bla:worlde:v:47:y:2024:i:4:p:1336-1386.

    Full description at Econpapers || Download paper

  2. 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

  3. Likelihood-based Analysis for Dynamic Factor Models. (2014). Koopman, Siem Jan ; Jungbacker, Borus.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20080007.

    Full description at Econpapers || Download paper

  4. A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence. (2014). Pesaran, Mohammad ; Holly, Sean ; Bailey, Natalia.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4592.

    Full description at Econpapers || Download paper

  5. Specification Analysis of International Treasury Yield Curve Factors. (2014). Tiozzo Pezzoli, Luca ; Pegoraro, Fulvio ; Siegel, A. F..
    In: Working papers.
    RePEc:bfr:banfra:490.

    Full description at Econpapers || Download paper

  6. Regional convergence analysis for skill-specific employment groups. (2013). Werner, Daniel.
    In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79706.

    Full description at Econpapers || Download paper

  7. The environmental convergence hypothesis: Carbon dioxide emissions according to the source of energy. (2013). Herrerias, Maria Jesus.
    In: Energy Policy.
    RePEc:eee:enepol:v:61:y:2013:i:c:p:1140-1150.

    Full description at Econpapers || Download paper

  8. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; LE PEN, Yannick ; Sevi, Benoit.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1301.

    Full description at Econpapers || Download paper

  9. The Transmission of Euro Area Monetary Shocks to the Czech Republic, Poland and Hungary: Evidence from a FAVAR Model. (2011). Woerz, Julia ; Feldkircher, Martin ; Benkovskis, Konstantins ; Bessonovs, Andrejs ; Beņkovskis, Konstantīns ; Worz, Julia.
    In: Focus on European Economic Integration.
    RePEc:onb:oenbfi:y:2011:i:3:b:1.

    Full description at Econpapers || Download paper

  10. Temporal variations in technical efficiency: evidence from German soccer. (2011). Lee, Young Hoon ; Frick, Bernd.
    In: Journal of Productivity Analysis.
    RePEc:kap:jproda:v:35:y:2011:i:1:p:15-24.

    Full description at Econpapers || Download paper

  11. Social Interactions in the Labor Market. (2011). Kniesner, Thomas ; Bishop, John A. ; Grodner, Andrew.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp5934.

    Full description at Econpapers || Download paper

  12. On the link between forward energy prices: A nonlinear panel cointegration approach. (2011). Mignon, Valérie ; Joëts, Marc ; Joets, Marc.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2011-25.

    Full description at Econpapers || Download paper

  13. Regional Inflation (Price) Behaviors: Heterogeneity and Convergence. (2010). Nagayasu, Jun.
    In: MPRA Paper.
    RePEc:pra:mprapa:25430.

    Full description at Econpapers || Download paper

  14. Gathering insights on the forest from the trees: a new metric for financial conditions. (2010). Brave, Scott ; Butters, Andrew R..
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2010-07.

    Full description at Econpapers || Download paper

  15. Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR. (2009). Eickmeier, Sandra.
    In: Working Papers.
    RePEc:zbw:svrwwp:042009.

    Full description at Econpapers || Download paper

  16. Evaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation. (2007). Demers, Frederick ; Cheung, Calista.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-8.

    Full description at Econpapers || Download paper

  17. Cointegration in panel data with breaks and cross-section dependence. (2006). Carrion-i-Silvestre, Josep ; Banerjee, Anindya.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006591.

    Full description at Econpapers || Download paper

  18. Co-movements in EU banks’ fragility: a dynamic factor model approach. (2005). Vulpes, Giuseppe ; Brasili, Andrea.
    In: Finance.
    RePEc:wpa:wuwpfi:0411011.

    Full description at Econpapers || Download paper

  19. New Panel Unit Root Tests under Cross Section Dependence for Practitioners. (2005). Sul, Donggyu.
    In: Econometrics.
    RePEc:wpa:wuwpem:0506010.

    Full description at Econpapers || Download paper

  20. Factor model forecasts for New Zealand. (2005). Matheson, Troy.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2005/01.

    Full description at Econpapers || Download paper

  21. Implications of Dynamic Factor Models for VAR Analysis. (2005). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11467.

    Full description at Econpapers || Download paper

  22. Simulation-Based Two-Step Estimation with Endogenous Regressors. (2005). Kao, Chihwa ; Kan, Kamhon.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:76.

    Full description at Econpapers || Download paper

  23. On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence. (2005). Kao, Chihwa ; Bai, Jushan.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:75.

    Full description at Econpapers || Download paper

  24. On PPP, Unit Roots and Panels. (2005). Wagner, Martin.
    In: Economics Series.
    RePEc:ihs:ihsesp:176.

    Full description at Econpapers || Download paper

  25. On the Predictability of Global Stock Returns. (2005). Hjalmarsson, Erik.
    In: Working Papers in Economics.
    RePEc:hhs:gunwpe:0161.

    Full description at Econpapers || Download paper

  26. Factor analysis in a New-Keynesian model. (2005). Marcellino, Massimiliano ; Henry, Jerome ; Farmer, Roger ; Beyer, Andreas.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005510.

    Full description at Econpapers || Download paper

  27. Comovements in the prices of securities issued by large complex financial institutions. (2005). Stevens, Ibrahim ; Marsh, Ian.
    In: Bank of England working papers.
    RePEc:boe:boeewp:256.

    Full description at Econpapers || Download paper

  28. Regional convergence across European Union. (2004). Gutierrez, Luciano ; Brasili, Cristina.
    In: Development and Comp Systems.
    RePEc:wpa:wuwpdc:0402002.

    Full description at Econpapers || Download paper

  29. Forecasting Austrian Inflation. (2004). Scharler, Johann ; Rumler, Fabio ; Moser, Gabriel .
    In: Working Papers.
    RePEc:onb:oenbwp:91.

    Full description at Econpapers || Download paper

  30. Measuring monetary policy in the UK: a factor augmented vector autoregressive approach. (2004). Lagana, Gianluca.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:64.

    Full description at Econpapers || Download paper

  31. Panel Data Tests of PPP. A Critical Overview. (2004). cerrato, mario ; Caporale, Guglielmo Maria.
    In: Economics Series.
    RePEc:ihs:ihsesp:159.

    Full description at Econpapers || Download paper

  32. Structural changes, common stochastic trends and unit roots in panel data. (2004). Carrion-i-Silvestre, Josep ; Bai, Jushan.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:345.

    Full description at Econpapers || Download paper

  33. Sources and Propagation Mechanims of Foreign Disturbances in Small Open Economies: A Dynamic Factor Analysis. (2004). Justiniano, Alejandro.
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:148.

    Full description at Econpapers || Download paper

  34. Macroeconomic Forecasting with Independent Component Analysis. (2004). Yau, Ruey.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:741.

    Full description at Econpapers || Download paper

  35. Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence. (2004). Sul, Donggyu ; Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1438.

    Full description at Econpapers || Download paper

  36. 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

  37. Stochastic Trends, Demographics and Demand Systems. (2004). Attfield, Clifford.
    In: Bristol Economics Discussion Papers.
    RePEc:bri:uobdis:04/563.

    Full description at Econpapers || Download paper

  38. Unobserved Heterogeneity in Panel Time Series Models. (2004). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0403.

    Full description at Econpapers || Download paper

  39. Common and idiosyncratic shocks to labor productivity across sectors and countries: Is climate relevant?. (2003). Gutierrez, Luciano.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0311008.

    Full description at Econpapers || Download paper

  40. Panel Unit Roots Tests for Cross-Sectionally Correlated Panels: A Monte Carlo Comparison. (2003). Gutierrez, Luciano.
    In: Econometrics.
    RePEc:wpa:wuwpem:0310004.

    Full description at Econpapers || Download paper

  41. The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting. (2003). Reichlin, Lucrezia ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2003/13.

    Full description at Econpapers || Download paper

  42. Have National Business Cycles Become More Synchronized?. (2003). Bordo, Michael ; Helbling, Thomas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10130.

    Full description at Econpapers || Download paper

  43. Forecasting in large macroeconomic panels using Bayesian Model Averaging. (2003). Potter, Simon ; Koop, Gary.
    In: Staff Reports.
    RePEc:fip:fednsr:163.

    Full description at Econpapers || Download paper

  44. 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

  45. Covariance structure analysis of regional development data: an application to municipality development assessment. (2002). Malekovic, Sanja ; Polic, Mario ; Jurlin, Kresimir ; Puljiz, Jaksa ; Cziraky, Dario .
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa02p469.

    Full description at Econpapers || Download paper

  46. Testing for a Unit Root in Panels with Dynamic Factors. (2002). Perron, Benoit ; Moon, Hyungsik.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2002-18.

    Full description at Econpapers || Download paper

  47. Factor Models in Large Cross-Sections of Time Series. (2002). Reichlin, Lucrezia.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3285.

    Full description at Econpapers || Download paper

  48. Generalized Reduced Rank Regression. (2002). .
    In: Working Papers.
    RePEc:bro:econwp:2002-02.

    Full description at Econpapers || Download paper

  49. A PANIC Attack on Unit Roots and Cointegration. (2001). Ng, Serena ; Bai, Jushan.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:519.

    Full description at Econpapers || Download paper

  50. A New Look at Panel Testing of Stationarity and the PPP Hypothesis. (2001). Ng, Serena ; Bai, Jushan.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:518.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-24 06:39:38 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.