Hsiao, Cheng; Pesaran, Mohammad Hashem - 2004
of heterogeneous dynamic panels, testing for homogeneity under weak exogeneity, simultaneous equation random coefficient … models, and the more recent developments in the area of cross-sectional dependence in panel data models. Keywords: random … coefficient models, dynamic heterogeneous panels, classical and Bayesian approaches, tests of slope heterogeneity, cross section …