Three Essays on Large Panel Data Models with Cross-Sectional Dependence

My dissertation consists of three essays which contribute new theoretical results to large panel data models with cross-sectional dependence. These essays try to answer or partially answer some prominent questions such as how to detect the presence of cross-sectional dependence and how to capture th...

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Bibliographic Details
Main Author: ZHANG, Yonghui
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2013
Subjects:
Online Access:https://ink.library.smu.edu.sg/etd_coll/96
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1095&context=etd_coll
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Institution: Singapore Management University
Language: English