Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors

Title
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Authors
Keywords
Large panels, Lagged dependent variable, Cross section dependence, Coefficient heterogeneity, Estimation and inference, Common correlated effects, Unobserved common factors
Journal
JOURNAL OF ECONOMETRICS
Volume 188, Issue 2, Pages 393-420
Publisher
Elsevier BV
Online
2015-03-13
DOI
10.1016/j.jeconom.2015.03.007

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