Spatial and Spatio-Temporal Error Correction, Networks and Common Correlated Effects

Bhattacharjee, A., Ditzen, J., & Holly, S. (2022). Spatial and Spatio-Temporal Error Correction, Networks and Common Correlated Effects. In Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology (pp. 37–60). Emerald Publishing Limited. https://doi.org/10.1108/s0731-90532021000043b003