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Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure - MaRDI portal

Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (Q3418479)

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Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
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    Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (English)
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    5 February 2007
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    cross-section dependence
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    large panels
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    common correlated effects
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    heterogeneicity
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    estimation and inference
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