Open AccessCommon Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors
Author(s) -
Alexander Chudík,
M. Hashem Pesaran
Publication year - 2013
Publication title -
federal reserve bank of dallas, globalization and monetary policy institute working papers
Language(s) - English
DOI - 10.24149/gwp146
Subject(s) - jackknife resampling , estimator , panel data , econometrics , consistency (knowledge bases) , monte carlo method , mathematics , series (stratigraphy) , statistics , asymptotic distribution , dimension (graph theory) , contrast (vision) , computer science , paleontology , geometry , artificial intelligence , pure mathematics , biology
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