Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence

Phillips, Peter C.B and Sul, Donggyu

Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence J5085 2003 - 2003 - 217-259 V. 06 Issue. 1


Econometrics

Autogression;Bias;Cross section dependence;Dynamic factors;Dynamic panel estimations;Panel unit root test;GLS estimation;Homogeneity tests;

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