Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors
Year of publication: |
2013
|
---|---|
Authors: | Chudik, Alexander ; Pesaran, M. Hashem |
Institutions: | CESifo |
Subject: | large panels | lagged dependent variable | cross sectional dependence | coefficient heterogeneity | estimation and inference | common correlated effects | unobserved common factors |
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Chudik, Alexander, (2013)
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