Factor Models in Panels with Cross-sectional Dependence: An Application to the Extended SIPRI Military Expenditure Data
Author:
Affiliation:
1. Department of Political Economy, King’s College London, London, UK.
2. Department of Economics, Mathematics and Statistics, Birkbeck College, London, UK.
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Link
https://www.tandfonline.com/doi/pdf/10.1080/10242694.2016.1261428
Reference20 articles.
1. Panel Data Models With Interactive Fixed Effects
2. Military spending and democracy
3. Unit Roots and Cointegration in Panels
4. UNOBSERVED COMMON FACTORS IN MILITARY EXPENDITURE INTERACTIONS ACROSS MENA COUNTRIES
5. Infinite-dimensional VARs and factor models
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