Large Panels

Large Panels is a panel data framework characterized by datasets where both the number of cross-sectional units and the number of time periods are sufficiently large to require specialized econometric methods that account for high-dimensional dependencies and to enable consistent estimation under asymptotic theories involving joint expansion of dimensions.

229

Publications

36.9K

Citations

602

Authors

352

Institutions

Publications per year

2017–2026

56

Variants

Large Panel Data

Authors

602

  1. MH
    M. Hashem Pesaran

    University of Southern California, United States

    24 publications · 16.3K citations

    19

    h-index

  2. SN
    Serena Ng

    Columbia University, United States

    9 publications · 3.5K citations

    9

    h-index

  3. AC
    Alexander Chudík

    Federal Reserve Bank of Dallas, United States

    8 publications · 1.3K citations

    8

    h-index

  4. JB
    Jushan Bai

    Columbia University, United States

    6 publications · 3.4K citations

    6

    h-index

  5. ET
    Elisa Tosetti

    Brunel University of London, United Kingdom

    5 publications · 1.4K citations

    5

    h-index

1–5 of 602

Venues

  1. SSRN Electronic Journal

    Repository · 30 publications · 2.4K citations

    20

    h-index

  2. Journal of Econometrics

    11 publications · 6.6K citations

    11

    h-index

  3. RePEc: Research Papers in Economics

    Repository · 7 publications · 191 citations

    7

    h-index

  4. Econometric Reviews

    5 publications · 3.2K citations

    5

    h-index

  5. 5

    h-index

1–5