articleRePEc: Research Papers in EconomicsJan 1, 2002Closed access

Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence

PCPeter C.B. PhillipsDSDonggyu Sul

Yale University · University of Auckland

Abstract

Now published as a Journal Article in The Econometrics Journal Volume 6 Issue 1 Page 217 - June 2003 doi:10.1111/1368-423X.00108

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Topics & keywords

Topics
Keywords
  • Estimator
  • Homogeneity (statistics)
  • Iterated function
  • Mathematics
  • Orthogonalization
  • Econometrics
  • Statistics
  • Panel data
UN Sustainable Development Goals
  • Zero hunger
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