SOE
Chow Institute
User Center
中
EN
About WISE
People
Committee of Academic Consultants
Faculty Directory
Staff Directory
Research
Publications
Working Papers
Facilities&Centers
Education
Overview
Undergraduate Programs
Graduate Programs
Study-Abroad MA Programs
Exchange Programs
Executive Education
News & Events
News
Announcements
Conferences
Seminars & Conferences
Job Openings
SOE
Chow Institute
User Center
中
EN
About WISE
Introduction to WISE
Contact Us
Map and Direction
People
Committee of Academic Consultants
Faculty Directory
Staff Directory
Research
Publications
Working Papers
Facilities&Centers
Education
Overview
Undergraduate Programs
Graduate Programs
Study-Abroad MA Programs
Exchange Programs
Executive Education
News & Events
News
Announcements
Conferences
Seminars & Conferences
Job Openings
Research
Home
->
Research
->
Publications
->
Content
Research
Publications
Working Papers
Facilities&Centers
Finance & Economics Experimental Lab
MOE Key Lab in Econometrics
Fujian Provincial Key Lab in Statistics
Center for Econometrics Research
Center for Financial Research
Center for Research in Labor Economics
Center for Macroeconomics Research
Center for Statistics Research
Center for Information Technology
SAS Center for Excellence in Econometrics
High-Speed Computing Cluster
Panel Data Models with Cross-sectional Dependence: A Selective Review
Id：2396
Date：20170210
Status：published
ClickTimes：
作者
Qiuhua Xu, Zongwu Cai, Ying Fang
正文
In this review, we highlight some recent methodological and theoretical developments in estimation and testing of large panel data models with cross-sectional dependence. The paper begins with a discussion of issues of cross-sectional dependence, and introduces the concepts of weak and strong cross-sectional dependence. Then, the main attention is primarily paid to spatial and factor approaches for modeling cross-sectional dependence for both linear and nonlinear (nonparametric and semiparametric) panel data models. Finally, we conclude with some speculations on future research directions.
JEL-Codes：
关键词：
TOP
