article Open AccessTop 1% cited
Panels with non-stationary multifactor error structures
Journal of Econometrics · 2010 · Vol. 160(2) · pp. 326–348
George Kapetanios✉(Queen Mary University of London)M. Hashem Pesaran(University of Cambridge)Toshio Yamagata(University of York)
Monetary Policy and Economic ImpactSpatial and Panel Data AnalysisEconomic Growth and ProductivityUnobservableMonte Carlo methodEstimatorEconometricsUnit rootContrast (vision)InferenceAsymptotic analysisMathematicsPanel data
Citations
936
FWCI
48.97
field-weighted impact
References
59
Percentile
100%
vs. same field & year
Citations per year
Cited by
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Journal of Econometrics · 2015 · 2,191 citations
The effect of urbanization on CO2 emissions in emerging economies
Energy Economics · 2013 · 807 citations
CO2 emissions, economic and population growth, and renewable energy: Empirical evidence across regions
Energy Economics · 2018 · 677 citations
The impacts of globalization, financial development, government expenditures, and institutional quality on CO2 emissions in the presence of environmental Kuznets curve
Environmental Science and Pollution Research · 2020 · 509 citations
Exploring the impact of innovation, renewable energy consumption, and income on CO2 emissions: new evidence from the BRICS economies
Environmental Science and Pollution Research · 2020 · 426 citations
A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
Journal of Econometrics · 2012 · 950 citations
Do urbanization and industrialization affect energy intensity in developing countries?
Energy Economics · 2013 · 605 citations
References
Estimating long-run relationships from dynamic heterogeneous panels
Journal of Econometrics · 1995 · 5,346 citations
The Generalized Dynamic-Factor Model: Identification and Estimation
The Review of Economics and Statistics · 2000 · 1,725 citations
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
Econometrica · 1987 · 16,843 citations
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
Econometrica · 2006 · 4,679 citations
Citation Network
How this paper connects to the literature. Drag to explore, click any node to open that paper.