Showing 1 - 10 of 14
Persistent link: https://www.econbiz.de/10000937563
Persistent link: https://www.econbiz.de/10000989563
Persistent link: https://www.econbiz.de/10000989567
Persistent link: https://www.econbiz.de/10001381765
Persistent link: https://www.econbiz.de/10001363717
Persistent link: https://www.econbiz.de/10001363733
Persistent link: https://www.econbiz.de/10001366195
Persistent link: https://www.econbiz.de/10001953315
This paper considers the problem of aggregation in the case of large linear dynamic panels, where each micro unit is potentially related to all other micro units, and where micro innovations are allowed to be cross sectionally dependent. Following Pesaran (2003), an optimal aggregate function is...
Persistent link: https://www.econbiz.de/10008856398