Pooled Mean Group Estimation of Dynamic Heterogeneous Panels

DOI10.2307/2670182zbMath1072.62635OpenAlexW3122337972MaRDI QIDQ4541237

Ron Smith, M. Hashem Pesaran, Yongcheol Shin

Publication date: 30 July 2002

Full work available at URL: http://www.econ.ed.ac.uk/papers/id16_esedps.pdf

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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