Matches in SemOpenAlex for { <https://semopenalex.org/work/W2123266275> ?p ?o ?g. }
- W2123266275 endingPage "202" @default.
- W2123266275 startingPage "182" @default.
- W2123266275 abstract "This paper considers the statistical analysis of large panel data sets where even after condi- tioning on common observed eects the cross section units might remain dependently distrib- uted. This could arise when the cross section units are subject to unobserved common eects and/or if there are spill over eects due to spatial or other forms of local dependencies. The paper provides an overview of the literature on cross section dependence, introduces the con- cepts of time-speci…c weak and strong cross section dependence and shows that the commonly used spatial models are examples of weak cross section dependence. It is then established that the Common Correlated Eects (CCE) estimator of panel data model with a multifactor error structure, recently advanced by Pesaran (2006), continues to provide consistent estimates of the slope coe¢ cient, even in the presence of spatial error processes. Small sample properties of the CCE estimator under various patterns of cross section dependence, including spatial forms, are investigated by Monte Carlo experiments. Results show that the CCE approach works well in the presence of weak and/or strong cross sectionally correlated errors. We also explore the role of certain characteristics of spatial processes in determining the performance of CCE estimators, such as the form and intensity of spatial dependence, and the sparseness of the spatial weight" @default.
- W2123266275 created "2016-06-24" @default.
- W2123266275 creator A5004307122 @default.
- W2123266275 creator A5074480692 @default.
- W2123266275 date "2011-04-01" @default.
- W2123266275 modified "2023-10-04" @default.
- W2123266275 title "Large panels with common factors and spatial correlation" @default.
- W2123266275 cites W1969886729 @default.
- W2123266275 cites W1970448118 @default.
- W2123266275 cites W1986866669 @default.
- W2123266275 cites W1992284826 @default.
- W2123266275 cites W2007107983 @default.
- W2123266275 cites W2007211352 @default.
- W2123266275 cites W2012552016 @default.
- W2123266275 cites W2022220920 @default.
- W2123266275 cites W2032837167 @default.
- W2123266275 cites W2038001432 @default.
- W2123266275 cites W2060624994 @default.
- W2123266275 cites W2071673199 @default.
- W2123266275 cites W2079321251 @default.
- W2123266275 cites W2082108991 @default.
- W2123266275 cites W2083665881 @default.
- W2123266275 cites W2085715727 @default.
- W2123266275 cites W2092503608 @default.
- W2123266275 cites W2110842229 @default.
- W2123266275 cites W2112234860 @default.
- W2123266275 cites W2117178635 @default.
- W2123266275 cites W2117420831 @default.
- W2123266275 cites W2128249713 @default.
- W2123266275 cites W2144751663 @default.
- W2123266275 cites W2145351609 @default.
- W2123266275 cites W2145444989 @default.
- W2123266275 cites W2154883881 @default.
- W2123266275 cites W2161162628 @default.
- W2123266275 cites W2161725896 @default.
- W2123266275 cites W2168503902 @default.
- W2123266275 cites W2172000163 @default.
- W2123266275 cites W3022367431 @default.
- W2123266275 cites W3121418714 @default.
- W2123266275 cites W3121675824 @default.
- W2123266275 cites W3121722945 @default.
- W2123266275 cites W3122427323 @default.
- W2123266275 cites W3122487208 @default.
- W2123266275 doi "https://doi.org/10.1016/j.jeconom.2010.12.003" @default.
- W2123266275 hasPublicationYear "2011" @default.
- W2123266275 type Work @default.
- W2123266275 sameAs 2123266275 @default.
- W2123266275 citedByCount "424" @default.
- W2123266275 countsByYear W21232662752012 @default.
- W2123266275 countsByYear W21232662752013 @default.
- W2123266275 countsByYear W21232662752014 @default.
- W2123266275 countsByYear W21232662752015 @default.
- W2123266275 countsByYear W21232662752016 @default.
- W2123266275 countsByYear W21232662752017 @default.
- W2123266275 countsByYear W21232662752018 @default.
- W2123266275 countsByYear W21232662752019 @default.
- W2123266275 countsByYear W21232662752020 @default.
- W2123266275 countsByYear W21232662752021 @default.
- W2123266275 countsByYear W21232662752022 @default.
- W2123266275 countsByYear W21232662752023 @default.
- W2123266275 crossrefType "journal-article" @default.
- W2123266275 hasAuthorship W2123266275A5004307122 @default.
- W2123266275 hasAuthorship W2123266275A5074480692 @default.
- W2123266275 hasBestOaLocation W21232662752 @default.
- W2123266275 hasConcept C105795698 @default.
- W2123266275 hasConcept C117220453 @default.
- W2123266275 hasConcept C149782125 @default.
- W2123266275 hasConcept C150060386 @default.
- W2123266275 hasConcept C205649164 @default.
- W2123266275 hasConcept C2524010 @default.
- W2123266275 hasConcept C33923547 @default.
- W2123266275 hasConcept C41008148 @default.
- W2123266275 hasConceptScore W2123266275C105795698 @default.
- W2123266275 hasConceptScore W2123266275C117220453 @default.
- W2123266275 hasConceptScore W2123266275C149782125 @default.
- W2123266275 hasConceptScore W2123266275C150060386 @default.
- W2123266275 hasConceptScore W2123266275C205649164 @default.
- W2123266275 hasConceptScore W2123266275C2524010 @default.
- W2123266275 hasConceptScore W2123266275C33923547 @default.
- W2123266275 hasConceptScore W2123266275C41008148 @default.
- W2123266275 hasIssue "2" @default.
- W2123266275 hasLocation W21232662751 @default.
- W2123266275 hasLocation W21232662752 @default.
- W2123266275 hasLocation W21232662753 @default.
- W2123266275 hasLocation W21232662754 @default.
- W2123266275 hasLocation W21232662755 @default.
- W2123266275 hasOpenAccess W2123266275 @default.
- W2123266275 hasPrimaryLocation W21232662751 @default.
- W2123266275 hasRelatedWork W1576946130 @default.
- W2123266275 hasRelatedWork W1988032185 @default.
- W2123266275 hasRelatedWork W2000501557 @default.
- W2123266275 hasRelatedWork W2119158312 @default.
- W2123266275 hasRelatedWork W2142603669 @default.
- W2123266275 hasRelatedWork W2552050053 @default.
- W2123266275 hasRelatedWork W2748952813 @default.
- W2123266275 hasRelatedWork W2792770212 @default.
- W2123266275 hasRelatedWork W2899084033 @default.
- W2123266275 hasRelatedWork W3013810674 @default.