Cross-sectional dependence

Cross-sectional dependence

Organiser: Peter Robinson, LSE – 16 October 2009

Programme

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Papers and slides

Spillovers in space: does geography matter? (Joris Pinkse, Penn State University with Sergey Lychagin, Margaret Slade, and John Van Reenen)

Limit theory for panel data models with cross sectional dependence and sequential exogeneity (Ingmar Prucha, University of Maryland)

Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit (Hashem Pesaran, Cambridge University with Alex Chudik)

Event

Cross-sectional dependence

16 October 2009

Organiser: Peter Robinson

Venue: The Institute for Fiscal Studies