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Munich Personal RePEc Archive Cross-sectional Dependence in Panel Data Analysis Sarafidis, Vasilis and Wansbeek, Tom The University of Sydney 8 February 2010 Online at https://mpra.ub.uni-muenchen.de/20815/ MPRA Paper No. 20815, posted 21 Feb 2010 18:26 UTC

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Page 1: Cross-sectional Dependence in Panel Data Analysis...Munich Personal RePEc Archive Cross-sectional Dependence in Panel Data Analysis Sarafidis, Vasilis and Wansbeek, Tom The University

Munich Personal RePEc Archive

Cross-sectional Dependence in Panel

Data Analysis

Sarafidis, Vasilis and Wansbeek, Tom

The University of Sydney

8 February 2010

Online at https://mpra.ub.uni-muenchen.de/20815/

MPRA Paper No. 20815, posted 21 Feb 2010 18:26 UTC

Page 2: Cross-sectional Dependence in Panel Data Analysis...Munich Personal RePEc Archive Cross-sectional Dependence in Panel Data Analysis Sarafidis, Vasilis and Wansbeek, Tom The University
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