## Abstract Recently, considerable emphasis has been placed on the problems arising out of crossβsectional dependence in panel unit root tests. This paper adopts the factorβbased crossβsectional dependence paradigm of Bai and Ng (2005) but suggests alternative factor extraction methods. Some theore
β¦ LIBER β¦
On the impact of error cross-sectional dependence in short dynamic panel estimation
β Scribed by Vasilis Sarafidis; Donald Robertson
- Book ID
- 110880098
- Publisher
- John Wiley and Sons
- Year
- 2009
- Tongue
- English
- Weight
- 326 KB
- Volume
- 12
- Category
- Article
- ISSN
- 1368-4221
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Dynamic factor extraction of cross-secti
β
George Kapetanios
π
Article
π
2007
π
John Wiley and Sons
π
English
β 204 KB
π 1 views
The Time Series and Cross-Section Asympt
β
Javier Alvarez; Manuel Arellano
π
Article
π
2003
π
John Wiley and Sons
π
English
β 259 KB
Estimation of time-dependent parameters
β
Theo Nijman; Marno Verbeek
π
Article
π
1990
π
Elsevier Science
π
English
β 804 KB
Estimating time-dependent means in dynam
β
P. Marshall
π
Article
π
1992
π
Springer-Verlag
π
English
β 548 KB
The impact of estimation error on the dy
β
Andy Wei-Di Wu; David Ming-Huang Chiang
π
Article
π
2009
π
Elsevier Science
π
English
β 296 KB
A simple panel unit root test in the pre
β
M. Hashem Pesaran
π
Article
π
2007
π
John Wiley and Sons
π
English
β 372 KB
π 1 views
## Abstract A number of panel unit root tests that allow for crossβsection dependence have been proposed in the literature that use orthogonalization type procedures to asymptotically eliminate the crossβdependence of the series before standard panel unit root tests are applied to the transformed s