Dynamic panel estimation and homogeneity testing under cross section dependence-Reference-Cited by-同舟云学术

Dynamic panel estimation and homogeneity testing under cross section dependence

Published:2003-06-01 Issue:1 Volume:6 Page:217-259
ISSN:1368-4221
Container-title:The Econometrics Journal
language:en
Short-container-title:

Author:

Phillips Peter C. B.¹,Sul Donggyu²

Affiliation:

1. Cowles Foundation for Research in Economics, Yale University, New Haven, CT 06520‐8281, USA; University of Auckland & University of York peter.phillips@yale.edu

2. Department of Economics, University of Auckland, Private Bag 92019, Auckland, New Zealand d.sul@auckland.ac.nz

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics

Link

http://academic.oup.com/ectj/article-pdf/6/1/217/25968518/ectj0217.pdf

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3. Determining the number of factors in approximate factor models;Bai;Econometrica, forthcoming,2001

4. Convergence;Barro;Journal of Political Economy,1992

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