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Testing Cross-Section Correlation in Panel Data Using Spacings
15 references·10 citing·37 second hop
Testing Cross-Section Correlation in Panel Data Using Spacings (2005)Testing Cross-Section Correlation in Pane…Testing for a unit root in panels with dynamic factors (2004)Testing for a unit root in pa…A PANIC Attack on Unit Roots and Cointegration (2004)A PANIC Attack on Unit Roots …Macroeconomic forecasting in the Euro area: Country specific versus area-wide information (2003)Macroeconomic forecasting in …Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…The overvaluation of purchasing power parity (1998)The overvaluation of purchasi…Assessing cross-sectional correlation in panel data (1995)Assessing cross-sectional cor…A Test for Multivariate Normality in Stock Returns (1993)A Test for Multivariate Norma…Comparing correlated correlation coefficients. (1992)Comparing correlated correlat…Testing correlated correlations. (1990)Testing correlated correlatio…An Illustration of a Pitfall in Estimating the Effects of Aggregate Variables on Micro Units (1990)An Illustration of a Pitfall …Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…Diagnostics for Group Effects in Regression Analysis (1987)Diagnostics for Group Effects…Tests for comparing elements of a correlation matrix. (1980)Tests for comparing elements …Does Buddhist Tourism Successfully Result in Local Sustainable Development? (2022)Does Buddhist Tourism Success…Tail-event driven network of cryptocurrencies and conventional assets (2021)Tail-event driven network of …Contagion effect of systemic risk among industry sectors in China’s stock market (2021)Contagion effect of systemic …The re-pricing of sovereign risks following the Global Financial Crisis (2018)The re-pricing of sovereign r…What are metal prices like? Co-movement, price cycles and long-run trends (2015)What are metal prices like? C…International Capital Flows to Emerging and Developing Countries: National and Global Determinants (2011)International Capital Flows t…Measuring persistence of U.S. city prices: new evidence from robust tests (2010)Measuring persistence of U.S.…DOES REAL INTEREST RATE PARITY HOLD FOR OECD COUNTRIES? 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References

  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1980Tests for comparing elements of a correlation matrix.4,609 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 1990An Illustration of a Pitfall in Estimating the Effects of Aggregate Variables on Micro Units2,634 cited
  • 1992Comparing correlated correlation coefficients.2,473 cited
  • 2004A PANIC Attack on Unit Roots and Cointegration1,890 cited
  • 1998The overvaluation of purchasing power parity1,208 cited
  • 2004Testing for a unit root in panels with dynamic factors939 cited
  • 1995Assessing cross-sectional correlation in panel data924 cited
  • 2003Macroeconomic forecasting in the Euro area: Country specific versus area-wide information415 cited
  • 1993A Test for Multivariate Normality in Stock Returns205 cited
  • 1987Diagnostics for Group Effects in Regression Analysis159 cited
  • 1990Testing correlated correlations.103 cited

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Cited by

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  • 2008Panel data stochastic convergence analysis of the Mexican regions76 cited
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  • 2011International Capital Flows to Emerging and Developing Countries: National and Global Determinants30 cited
  • 2021Tail-event driven network of cryptocurrencies and conventional assets28 cited
  • 2018The re-pricing of sovereign risks following the Global Financial Crisis26 cited
  • 2010DOES REAL INTEREST RATE PARITY HOLD FOR OECD COUNTRIES? NEW EVIDENCE USING PANEL STATIONARITY TESTS WITH CROSS-SECTION DEPENDENCE AND STRUCTURAL BREAKS20 cited
  • 2010Measuring persistence of U.S. city prices: new evidence from robust tests16 cited
  • 2007The comovement in inventories and in sales: Higher and higher14 cited
  • 2022Does Buddhist Tourism Successfully Result in Local Sustainable Development?5 cited