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;
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;