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Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors (2015)

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

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.24149/gwp223

Publication URI: http://dx.doi.org/10.24149/gwp223

Type: Journal Article/Review

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

Issue: 223