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Common Correlated Effects Estimation of Heterogenous Dynamic Panel Data Models with Weakly Exogenous Regressors
16 references·2 citing·38 second hop
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References

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  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
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  • 1995On bias, inconsistency, and efficiency of various estimators in dynamic panel data models1,932 cited
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  • 2003Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand*

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789 cited
  • 2011Weak and strong cross‐section dependence and estimation of large panels691 cited
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    • 2014Specification test for panel data models with interactive fixed effects68 cited
    • 2021Do inward foreign direct investment and economic development improve local environmental quality: aggregation bias puzzle64 cited