Estimation of short dynamic panels in the presence of cross-sectional dependence and dynamic heterogeneity
Year of publication: |
2012
|
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Authors: | Gilhooly, Robert ; Weale, Martin ; Wieladek, Tomasz |
Publisher: |
London : Bank of England, External Monetary Policy Committee Unit |
Subject: | Bayesian dynamic panel estimator | dynamic heterogeneity | cross-sectional dependence | labour productivity. |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 733718876 [GVK] hdl:10419/84703 [Handle] RePEc:mpc:wpaper:0038 [RePEc] |
Classification: | C11 - Bayesian Analysis ; C31 - Cross-Sectional Models; Spatial Models ; C33 - Models with Panel Data |
Source: |
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Gilhooly, Robert, (2012)
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