A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors
Year of publication: |
2021
|
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Authors: | Pesaran, M. Hashem ; Xie, Yimeng |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | latent factor models | strong and weak factors | error cross-sectional dependence | spatial and network alternatives |
Series: | CESifo Working Paper ; 9234 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1767177682 [GVK] hdl:10419/245415 [Handle] RePec:ces:ceswps:_9234 [RePEc] |
Classification: | c18 ; C23 - Models with Panel Data ; c55 |
Source: |
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Pesaran, M. Hashem, (2021)
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How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test
Pesaran, M. Hashem, (2024)
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How to detect network dependence in latent factor models? : a bias-corrected CD test
Pesaran, M. Hashem, (2024)
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Xie, Yimeng, (2022)
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Pesaran, M. Hashem, (2021)
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Pesaran, M. Hashem, (2021)
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