Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors
Year of publication: |
2013
|
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Authors: | Chudik, Alexander ; Pesaran, M. Hashem |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | large panels | lagged dependent variable | cross sectional dependence | coefficient heterogeneity | estimation and inference | common correlated effects | unobserved common factors |
Series: | CESifo Working Paper ; 4232 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 746625235 [GVK] hdl:10419/74513 [Handle] RePec:ces:ceswps:_4232 [RePEc] |
Classification: | C31 - Cross-Sectional Models; Spatial Models ; C33 - Models with Panel Data |
Source: |
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Chudik, Alexander, (2013)
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Pesaran, Hashem, (2013)
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Chudik, Alexander, (2013)
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