JSTOR Daily

Panel vector autoregression under cross-sectional dependence

This paper studies estimation in panel vector autoregression (VAR) under cross-sectional dependence. The time series are allowed to be an unknown mixture of stationary and unit root processes with ...
JSTOR Daily

The Error Structure of Time Series Cross-Section Hedonic Models with Sporadic Event Timing and Serial Correlation

Journal of Applied Econometrics, Vol. 14, No. 3 (May - Jun., 1999), pp. 233-252 (20 pages) When estimating hedonic models of housing prices, the use of time series cross-section repeat sales data can ...
Harvard Business School

Correcting for Cross-Sectional and Time-Series Dependence in Accounting Research

Gow, Ian D., Daniel Taylor, and Gaizka Ormazabal. "Correcting for Cross-Sectional and Time-Series Dependence in Accounting Research." Accounting Review 85, no. 2 (March 2010): 483–512.
Investopedia

Understanding Time Series: Analyzing Data Trends Over Time

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...