Large Panels with Common Factors andSpatial Correlations

This paper considers the statistical analysis of large panel data sets where even afterconditioning on common observed effects the cross section units might remain dependentlydistributed. This could arise when the cross section units are subject to unobserved commoneffects and/or if there are spill over effects due to spatial or other forms of localdependencies...

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Year of publication:	2007-09-01
Authors:	Pesaran, Mohammad Hashem ; Tosetti, Elisa
Institutions:	Forschungsinstitut zur Zukunft der Arbeit <Bonn>
Subject:	Querschnitt \| Abhängigkeit \| depenence \| Raumdaten

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Extent:	354304 bytes 47 p. application/pdf
Series:	IZA Discussion Papers IZA Discussion Paper ; No. 3032 (2007)
Type of publication:	Book / Working Paper
Language:	English
Classification:	C14 - Semiparametric and Nonparametric Methods ; D13 - Household Production and Intrahouse Allocation ; D91 - Intertemporal Consumer Choice; Life Cycle Models and Saving ; L14 - Transactional Relationships; Contracts and Reputation; Networks ; O12 - Microeconomic Analyses of Economic Development ; Business administration. Other aspects ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10008939756