GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence
Year of publication: |
2009-01
|
---|---|
Authors: | Sarafidis, Vasilis |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Dynamic panel data | spatial dependence | factor structure dependence | Generalised Method of Moments |
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