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Keyword: cross-sectional strong-dependence;
2 results found.
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Javier Hidalgo and Marcia M Schafgans
This paper addresses inference in large panel data models in the presence of both cross-sectional and temporal dependence of unknown form. We are interested in making inferences without relying on the choice of any smoo...Read more...
20 February 2018
This paper is concerned with various issues related to inference in large dynamic panel data models (where both n and T increase without bound) in the presence of, possibly, strong cross-sectional dependence. Our first a...Read more...
1 April 2015