Estimation and inference in large heterogeneous panels with a multifactor error structure
Year of publication: |
2004
|
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Authors: | Pesaran, Mohammad Hashem |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | Schätztheorie | Inferenzstatistik | Panel | Theorie | cross section dependence | large panels | common correlated effects | heterogeneity | estimation and inference |
Series: | CESifo Working Paper ; 1331 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 477413099 [GVK] hdl:10419/18696 [Handle] |
Classification: | C33 - Models with Panel Data ; C12 - Hypothesis Testing ; C13 - Estimation |
Source: |
-
Estimation and inference in large heterogenous panels with cross section dependence
Pesaran, M. Hashem, (2003)
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Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence
Pesaran, H.M., (2003)
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Kapetanios, George, (2005)
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Long Run Macroeconomic Relations in the Global Economy
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Long Run Macroeconomic Relations in the Global Economy
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