Panels with non-stationary multifactor error structures
Bibliographic Data
| ID | 23387992 |
|---|---|
| Authors | George Kapetanios (0000-0001-8557-4289, Queen Mary University of London), M Hashem Pesaran (0000-0001-5936-363X, University of Southern California), Toshio Yamagata (0000-0003-1267-2149, University of York, corresponding author) |
| Year | 2011 |
| Volume | 160 |
| Issue | 2 |
| Pages | 326-348 |
| Publication date | 2011-02-01 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Journal of Econometrics (JOURNAL) |
| Journal identifiers | ISSN: 0304-4076 • E-ISSN: 1872-6895 |
| Publisher | Elsevier BV (PUBLISHER) |
| DOI | 10.1016/j.jeconom.2010.10.001 |
| OpenAlex | W2110842229 |
| Language | EN |
| Citations received | 118 |
| References cited | 24 |
Asymptotic analysis · Contrast (vision) · Econometrics · Estimator · Inference · Monte Carlo method · Panel data · Statistical inference · Statistics · Unit root · Unobservable · Computer Science · Economic Growth and Productivity · Mathematics · Monetary Policy and Economic Impact · Spatial and Panel Data Analysis
Modeling the Dynamic Linkage between Tourism Development, Technological Innovation, Urbanization and Environmental Quality
Weak and strong cross‐section dependence and estimation of large panels
Cross-Sectional Dependence in Panel Data Analysis
A spatio-temporal model of house prices in the USA
The dynamic impact of natural resources, technological innovations and economic growth on ecological footprint
Does green investment, financial development and natural resources rent limit carbon emissions? A provincial panel analysis of China
Do urbanization and industrialization affect energy intensity in developing countries?
Estimating Panel Time-Series Models with Heterogeneous Slopes
Public debt and growth
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Exploring the impact of innovation, renewable energy consumption, and income on CO2 emissions
Consumption-based carbon emissions and International trade in G7 countries
Large panels with common factors and spatial correlation
The impacts of globalization, financial development, government expenditures, and institutional quality on CO2 emissions in the presence of environmental Kuznets curve
CO2 emissions, economic and population growth, and renewable energy
The effect of urbanization on CO2 emissions in emerging economies
A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
Public expenditure, economic growth and research investment effects on higher education enrollment in India and Saudi Arabia using panel CS ARDL analysis
Uncovering the impact of cultural heritage on economic growth
The Dynamic Impact of Natural Resource Rents, Financial Development, and Technological Innovations on Environmental Quality
Carbon Neutrality in the Middle East and North Africa
Understanding EU regional macroeconomic tipping points using panel threshold technique
Who bears the carbon burden of growth? A panel analysis for OECD economies
Unleashing the potential
Green Growth, Green Technology, and Environmental Health
Gümrük Tarifeleri, Uluslararası Ticaret ve Ekonomik Büyüme ile Yolsuzluk Arasındaki İlişki
Harnessing cross-region disparities to assess the impact of tourism on regional growth in Europe
Impact of environmental quality, real exchange rate and institutional performance on tourism receipts in East-Asia and Pacific region
Geopolitical risk and tourism
A regularization approach to common correlated effects estimation
Common correlated effects estimation of heterogeneous dynamic panel quantile regression models
Digital Economy and Sustainable Development Challenges in the GCC Countries
Environmental impact of infrastructure-led Chinese outward FDI, tourism development and technology innovation
Freedom through taxation
Internationalisation of emerging market currencies and original sin
The impact of financial development on house prices
Shipping cost and development of the landlocked developing countries
Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects
Exchange rate pass-through to import prices in Europe
Revisiting the Productivity Effects of Public Capital
Estimation of firm productivity in the presence of spillovers and common shocks
Industry electricity price and output elasticities for high-income and middle-income countries
FDI and educational outcomes in developing countries
Technology, labour regulation, and nonparametric panel data modelling
A Semi‐parametric Panel Data Model with Common Factors and Spatial Dependence
Estimating Aggregate Relationships in Panel Data via the Lasso
Complete Theory for CCE Under Heterogeneous Slopes and General Unknown Factors
The Growth Effect of State Capacity Revisited
Is knowledge spillover from human capital investment a catalyst for technological innovation? The curious case of fourth industrial revolution in BRICS economies
Synergistic impacts of technological advancement and environmental hazards on social change and human well-being in South Asia
Macroeconomic dynamics of digital technology
Accessing the efficacy of green growth, energy efficiency, and green innovation for environmental performance in top manufacturing nations in the framework of sustainable development
Does financial inclusion, renewable and non-renewable energy utilization accelerate ecological footprints and economic growth? Fresh evidence from 15 highest emitting countries
Investigation of the ecological footprint’s driving factors
Good governance and the us tourism demand
Do regional house prices converge or diverge in China
Impact of trade openness, human capital, and institutional performance on economic growth
Dynamic common correlated effects of technological innovations and institutional performance on environmental quality
A long‐run analysis of push and pull factors of internal migration in Italy. Estimation of a gravity model with human capital using homogeneous and heterogeneous approaches
Artificial Intelligence and Environmental Sustainability
The path to sustainable environment
Extra‐regional trade and consumption‐based carbon dioxide emissions in the European countries
Impact of technological advancement and greener energy on sustainable agriculture in Asia
Going Green in Asean
The dynamic impact assessment of clean energy and green innovation in realizing environmental sustainability of G‐20
Sustainable development via environmental taxes and efficiency in energy
Broken Systems, Stolen Futures
Mitigation pathways toward sustainable development
What are the carbon emissions elasticities for income and population? Bridging STIRPAT and EKC via robust heterogeneous panel estimates
Gas and electricity demand in Spanish manufacturing industries
How does mortality affect innovative activity in the long run
Exploring synergistic pathways between urbanization, water use efficiency, and renewable energy adoption in enhancing food security in Sub-Saharan Africa
Multilateral Resistance to Migration
The Role of Legal System and Socioeconomic Aspects in the Environmental Quality Drive of the Global South
Fracking and Asset Prices
Unravelling the Link Between Bilateral Investment Treaties and Environmental Sustainability in Sub-Saharan African Countries
The relationship between tourism, CO 2 emissions and economic growth
Impacts of natural resources and technological innovation on SDG achievement of OECD countries
Moving towards a sustainable environment
Monitoring the spatial spillover effects of wildfire carbon emissions and urban settlements on biodiversity loss in sub-Saharan Africa
A new approach to analyze determinants of environmental quality
Evaluating the contribution of sustainable development goals to climate change mitigation in BRI countries
The PCDID Approach
Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure
Bias-Corrected Common Correlated Effects Pooled Estimation in Dynamic Panels
An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects
Testing for Common Trends in Nonstationary Large Datasets
Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure
System Estimation of Panel Data Models Under Long-Range Dependence
Infraestrutura, expectativas e investimento
Do Spillovers Matter When Estimating Private Returns to R&D
R&D intensity and income inequality in the G7
How frequent a Beer? Assessing the impact of data frequency on real exchange rate misalignment estimation
The Effect of Domestic Risks and Arab Spring on Economic Risk in Northern African Countries
Fiscal Deficit Sustainability of the Spanish Regions
Going green
The financial sector expansion effect on renewable electricity production
Economic sustainability of energy conservation policy
Panel data analysis on the validity of Jevons’ paradox for resource demand and material footprint
The impact of domestic materials and renewable energy consumption towards environmental sustainability
The Refinement of Econometric Estimation and Test Procedures
Estimating long-run relationships from dynamic heterogeneous panels
Linear Regression Limit Theory for Nonstationary Panel Data
Weak and strong cross‐section dependence and estimation of large panels
Determining the Number of Factors in Approximate Factor Models
Inferential Theory for Factor Models of Large Dimensions
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
Socio‐economic distance and spatial patterns in unemployment
Macroeconomic Forecasting Using Diffusion Indexes
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model
The Generalized Dynamic-Factor Model
The Econometrics of Panel Data
A Spatial Analysis of Sectoral Complementarity
The Role of Sectoral Interactions in Wage Determination in the UK Economy
| Unique citing works | 118 |
|---|---|
| Citations per year | 7,38 |
| Citation span | 2010 - 2026 (17) |
| Citation velocity | current |
| Highly cited | Yes |
| Citation types | Neutral: 114 |