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Understanding Cross-Sectional Dependence in Panel Data

https://doi.org/10.2139/ssrn.3167337
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15/15 checkable references clean · checked 2026-09-09

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

4 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 15 checked references that resolve
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Panel Data Models With Interactive Fixed Effects
resolves10.1515/jem-2015-0004
Intercept Homogeneity Test for Fixed Effect Models under Cross-sectional Dependence: Some Insights
resolves10.1016/j.econmod.2010.07.004
Panel data inference under spatial dependence
resolves10.1007/s00181-004-0222-8
Testing for PPP: Should we use panel methods?
resolves10.1111/j.1368-423x.2010.00330.x
Weak and strong cross‐section dependence and estimation of large panels
resolves10.1162/003465398557825
Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data
resolves10.1017/s0266466610000630
THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS
resolves10.1016/s0304-4076(03)00092-7
Testing for unit roots in heterogeneous panels
resolves10.1016/s0304-4076(01)00098-7
Unit root tests in panel data: asymptotic and finite-sample properties
resolves10.1142/1424
Matrix Theory
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1016/S0022-1996(97)00017-2
The overvaluation of purchasing power parity
resolves10.1111/j.1468-0262.2006.00692.x
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
resolves10.1080/01621459.1934.10506245
Sampling Errors and Interpretations of Social Data Ordered in Time and Space
resolves10.1016/j.jeconom.2011.10.001
Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
The 4 references without a DOI — listed, not checked
no DOI — not checkedGeneralized linear dynamic factor modelsan approach via singular autoregressions
no DOI — not checkedref2
no DOI — not checkedref9
no DOI — not checkedAssume that
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