Estimation and inference in large heterogeneous panels with a multifactor error structure

Econometrica

Volumn 74, Issue 4, 2006, Pages 967-1012

  Pesaran, M Hashem ^a,b  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b USC   (United Kingdom)

Author keywords

Common correlated effects; Cross section dependence; Estimation and inference; Heterogeneity; Large panels

Indexed keywords

EID: 33745290412     PISSN: 00129682     EISSN: 14680262     Source Type: Journal    
DOI: 10.1111/j.1468-0262.2006.00692.x     Document Type: Review

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