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Cross-Section Regression with Common Shocks
16 references·16 citing·40 second hopsampled
Cross-Section Regression with Common Shocks (2005)Cross-Section Regression with Common Shoc…Inference with Difference-in-Differences and Other Panel Data (2007)Inference with Difference-in-…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 …Inferential Theory for Factor Models of Large Dimensions (2003)Inferential Theory for Factor…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence (2002)Dynamic Panel Estimation and …Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…The Generalized Dynamic-Factor Model: Identification and Estimation (2000)The Generalized Dynamic-Facto…GMM estimation with cross sectional dependence (1999)GMM estimation with cross sec…A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model (1999)A Generalized Moments Estimat…An Illustration of a Pitfall in Estimating the Effects of Aggregate Variables on Micro Units (1990)An Illustration of a Pitfall …Spatial Econometrics: Methods and Models (1988)Spatial Econometrics: Methods…Random group effects and the precision of regression estimates (1986)Random group effects and the …Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets (1983)Arbitrage, Factor Structure, …Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets (1982)Arbitrage, Factor Structure, …A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)A Subordinated Stochastic Pro…Analyzing the N-shaped EKC among top nuclear energy generating nations: A novel dynamic common correlated effects approach (2023)Analyzing the N-shaped EKC am…Green Finance, Chemical Fertilizer Use and Carbon Emissions from Agricultural Production (2022)Green Finance, Chemical Ferti…Impacts of human capital, exports, economic growth and energy consumption on CO2 emissions of a cross-sectionally dependent panel: Evidence from the newly industrialized countries (NICs) (2021)Impacts of human capital, exp…Determinants of CO2 emissions in the BRICS economies: The role of partnerships investment in energy and economic complexity (2021)Determinants of CO2 emissions…Carbon intensity reduction assessment of renewable energy technology innovation in China: A panel data model with cross-section dependence and slope heterogeneity (2020)Carbon intensity reduction as…International financial spillovers to emerging market economies: How important are economic fundamentals? 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A heterogeneous panel data analysis (2015)How effective are energy effi…Estimation of heterogeneous panels with structural breaks (2015)Estimation of heterogeneous p…QML estimation of dynamic panel data models with spatial errors (2014)QML estimation of dynamic pan…Unemployment Benefits and Unemployment in the Great Recession: The Role of Macro Effects (2013)Unemployment Benefits and Une…Panel data models with multiple time-varying individual effects (2013)Panel data models with multip…Large Panel Data Models with Cross-Sectional Dependence: A Survey (2013)Large Panel Data Models with …An Application of Spatial Econometrics in Relation to Hedonic House Price Modeling (2010)An Application of Spatial Eco…The limits of diversification when losses may be large (2007)The limits of diversification…Chapter 1 On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence (2006)Chapter 1 On the Estimation a…Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)Panel Data Models With Interactive Fixed Effects (2009)Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)STATISTICS FOR SPATIAL DATA (1992)Cultural Biases in Economic Exchange? * (2009)The Slave Trade and the Origins of Mistrust in Africa (2011)What Do We Learn from the Weather? 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this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1988Spatial Econometrics: Methods and Models9,595 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices2,781 cited
  • 1999GMM estimation with cross sectional dependence2,683 cited
  • 1990An Illustration of a Pitfall in Estimating the Effects of Aggregate Variables on Micro Units2,634 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 2004A PANIC Attack on Unit Roots and Cointegration1,890 cited
  • 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
  • 2003Inferential Theory for Factor Models of Large Dimensions1,688 cited
  • 1986Random group effects and the precision of regression estimates1,627 cited
  • 1999A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model1,478 cited
  • 2007Inference with Difference-in-Differences and Other Panel Data1,316 cited
  • 2002Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence1,265 cited
  • 1983Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets1,097 cited
  • 1982Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets

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975 cited
  • 2004Testing for a unit root in panels with dynamic factors939 cited
  • Cited by

    • 2020Carbon intensity reduction assessment of renewable energy technology innovation in China: A panel data model with cross-section dependence and slope heterogeneity291 cited
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    • 2021Impacts of human capital, exports, economic growth and energy consumption on CO2 emissions of a cross-sectionally dependent panel: Evidence from the newly industrialized countries (NICs)252 cited
    • 2010An Application of Spatial Econometrics in Relation to Hedonic House Price Modeling242 cited
    • 2021Determinants of CO2 emissions in the BRICS economies: The role of partnerships investment in energy and economic complexity230 cited
    • 2013Unemployment Benefits and Unemployment in the Great Recession: The Role of Macro Effects215 cited
    • 2015How effective are energy efficiency and renewable energy in curbing CO2 emissions in the long run? A heterogeneous panel data analysis214 cited
    • 2013Panel data models with multiple time-varying individual effects212 cited
    • 2006Chapter 1 On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence204 cited
    • 2007The limits of diversification when losses may be large166 cited
    • 2017International financial spillovers to emerging market economies: How important are economic fundamentals?165 cited
    • 2022Green Finance, Chemical Fertilizer Use and Carbon Emissions from Agricultural Production146 cited
    • 2015Parametric Inference and Dynamic State Recovery From Option Panels138 cited
    • 2023Analyzing the N-shaped EKC among top nuclear energy generating nations: A novel dynamic common correlated effects approach135 cited
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