Natalia Bailey, Sean Holly, and M. Hashem Pesaran, "A Two Stage Approach to Spatio-Temporal Analysis with Strong and Weak Cross-Sectional Dependence", Journal of Applied Econometrics, Vol. 31, No. 1, 2016, pp. 249-280.
![[JAE Logo]](/jae/jae-small.png)
Return to JAE
Data
Archive