Large Panel Data Models with Cross-Sectional Dependence: A Survey (2013)

First Author: Chudik A

Attributed to: Cross Section Dependence in Panel Data Models: Analysis of Short T Panels and Tests of Weak and Strong Cross Section Dependence funded by ESRC

No abstract provided

Type: Journal Article/Review

Parent Publication: Federal Reserve Bank of Dallas, Globalization and Monetary Policy Institute Working Papers

Issue: 153