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Alternative error covariance assumptions in dynamic panel data models
Anderson, Gordon, (1988)
Common Correlated Effects Estimation of Heterogeneous : Dynamic Panel Quantile Regression Models
Harding, Matthew C., (2018)
Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Quantile Regression Models
Weak and Strong Cross Section Dependence and Estimation of Large Panels
Chudik, Alexander, (2009)
Weak and strong cross section dependence and estimation of large panels