Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence

DOI10.1080/07474938.2014.966635zbMath1491.62209OpenAlexW1964444404MaRDI QIDQ5864364

Gerdie Everaert, Tom de Groote

Publication date: 7 June 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2014.966635

zbMATH Keywords

cross-sectional dependencedynamic panelcommon correlated effects

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (4)

Time-specific average estimation of dynamic panel regressions ⋮ On the robustness of the pooled CCE estimator ⋮ Panel models with interactive effects ⋮ Variable selection in panel models with breaks

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