Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
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- M. Hashem Pesaran, 2006. "Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure," Econometrica, Econometric Society, vol. 74(4), pages 967-1012, July.
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Keywords
cross section dependence; large panels; common correlated effects; heterogeneity; estimation and inference;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2004-12-12 (Econometric Time Series)
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