---
title: Estimation of Panel Data Models with Cross-Sectionally Heteroskedastic Data
url: https://www.ml-quant.com/papers/ssrn/4503961/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4503961
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4503961
featured: 2023-07-12
citations: 0
topic: Asset Pricing & Factors
---


# Estimation of Panel Data Models with Cross-Sectionally Heteroskedastic Data

The research provides a condition for accurately estimating structural parameters in panel data models with cross-sectionally heteroskedastic data.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4503961
- Identifier: SSRN 4503961
- Released: 2023-01-15
- First featured: Quant Letter No. 7 (2023-07-12): https://www.ml-quant.com/issues/2023-07-12/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Asset Pricing & Factors

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