Di Iorio, Francesca; Fachin, Stefano - In: Economics: The Open-Access, Open-Assessment E-Journal 6 (2012) 2012-20, pp. 1-18
The authors address the issue of estimation and inference in dependent non-stationary panels of small cross-section dimensions. The main conclusion is that the best results are obtained applying bootstrap inference to single-equation estimators, such as fully modified ordinary least squares and...
