Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors
Year of publication: |
2013-05-15
|
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Authors: | Pesaran, Hashem ; Chudik, Alexander |
Institutions: | Faculty of Economics, University of Cambridge |
Subject: | Large panels | lagged dependent variable | cross sectional dependence | coefficient heterogeneity | estimation and inference | common correlated effects | unobserved common factors |
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