Estimating a common deterministic time trend break in large panels with cross sectional dependence

Journal of Econometrics ◽

10.1016/j.jeconom.2011.06.018 ◽

2011 ◽

Vol 164 (2) ◽

pp. 310-330 ◽

Author(s):

Dukpa Kim

Keyword(s):

Cross Sectional ◽

Large Panels ◽

Cross Sectional Dependence

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Extent Pursuit for Cross-Sectional Dependence in Large Panels

SSRN Electronic Journal ◽

10.2139/ssrn.3371722 ◽

2019 ◽

Author(s):

Jiti Gao ◽

Guangming Pan ◽

Yanrong Yang ◽

Bo Zhang

Keyword(s):

Cross Sectional ◽

Large Panels ◽

Cross Sectional Dependence

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Testing Weak Cross-Sectional Dependence in Large Panels

SSRN Electronic Journal ◽

10.2139/ssrn.2050312 ◽

2012 ◽

Author(s):

M. Hashem Pesaran

Keyword(s):

Cross Sectional ◽

Large Panels ◽

Cross Sectional Dependence

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Estimation of Structural Breaks in Large Panels with Cross-Sectional Dependence

SSRN Electronic Journal ◽

10.2139/ssrn.2811481 ◽

2016 ◽

Author(s):

Jiti Gao ◽

Guangming Pan ◽

Yanrong Yang

Keyword(s):

Structural Breaks ◽

Cross Sectional ◽

Large Panels ◽

Cross Sectional Dependence

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Testing Weak Cross-Sectional Dependence in Large Panels

Econometric Reviews ◽

10.1080/07474938.2014.956623 ◽

2014 ◽

Vol 34 (6-10) ◽

pp. 1089-1117 ◽

Author(s):

M. Hashem Pesaran

Keyword(s):

Cross Sectional ◽

Large Panels ◽

Cross Sectional Dependence

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Joint Modelling and Estimation of Global and Local Cross-Sectional Dependence in Large Panels

SSRN Electronic Journal ◽

10.2139/ssrn.3770875 ◽

2021 ◽

Author(s):

Siem Jan Koopman ◽

Julia Schaumburg ◽

Quint Wiersma

Keyword(s):

Cross Sectional ◽

Joint Modelling ◽

Large Panels ◽

Cross Sectional Dependence ◽

Global And Local

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Testing Weak Cross-Sectional Dependence in Large Panels

SSRN Electronic Journal ◽

10.2139/ssrn.2032000 ◽

2012 ◽

Author(s):

M. Hashem Pesaran

Keyword(s):

Cross Sectional ◽

Large Panels ◽

Cross Sectional Dependence

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Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence

Econometric Reviews ◽

10.1080/07474938.2016.1183070 ◽

2016 ◽

Vol 37 (10) ◽

pp. 1033-1050 ◽

Author(s):

Antonia Arsova ◽

Deniz Dilan Karaman Örsal

Keyword(s):

Linear Time ◽

Panel Cointegration ◽

Cointegration Test ◽

Cross Sectional ◽

Linear Time Trend ◽

Panel Cointegration Test ◽

Cross Sectional Dependence

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Nonparametric Estimation in Large Panels with Cross-Sectional Dependence

Econometric Reviews ◽

10.1080/07474938.2013.740998 ◽

2013 ◽

Vol 32 (5-6) ◽

pp. 754-777 ◽

Author(s):

Xiao Huang

Keyword(s):

Nonparametric Estimation ◽

Cross Sectional ◽

Large Panels ◽

Cross Sectional Dependence

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A Panel Unit-Root Test with Smooth Breaks and Cross-Sectional Dependence

SSRN Electronic Journal ◽

10.2139/ssrn.2039620 ◽

2012 ◽

Author(s):

Chingnum Lee ◽

Jyh-Lin Wu

Keyword(s):

Unit Root ◽

Unit Root Test ◽

Panel Unit Root Test ◽

Cross Sectional ◽

Panel Unit Root ◽

Cross Sectional Dependence ◽

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Intercept Homogeneity Test for Fixed Effect Models Under Cross-Sectional Dependence: Some Insights

SSRN Electronic Journal ◽

10.2139/ssrn.2575674 ◽

2015 ◽

Author(s):

Gopal K. Basak ◽

Samarjit Das

Keyword(s):

Fixed Effect ◽

Homogeneity Test ◽

Cross Sectional ◽

Cross Sectional Dependence

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