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) - panel data , estimation , econometrics , statistics , mathematics , economics , management