Weak and strong cross‐section dependence and estimation of large panels
نویسندگان
چکیده
منابع مشابه
Nonparametric Estimation in Large Panels with Cross Sectional Dependence
In this paper we consider nonparametric estimation in panel data under cross sectional dependence. Both the number of cross sectional units (N) and the time dimension of the panel (T ) are assumed to be large, and the cross sectional dependence has a multifactor structure. Local linear regression is used to lter the unobserved cross sectional factors and to estimate the nonparametric condition...
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ژورنال
عنوان ژورنال: The Econometrics Journal
سال: 2011
ISSN: 1368-4221,1368-423X
DOI: 10.1111/j.1368-423x.2010.00330.x