article Open AccessTop 1% cited
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Journal of Econometrics · 2015 · Vol. 188(2) · pp. 393–420
Alexander Chudík✉(Federal Reserve Bank of Dallas)M. Hashem Pesaran(Trinity College London)
Spatial and Panel Data AnalysisMonetary Policy and Economic ImpactFiscal Policy and Economic GrowthEstimatorJackknife resamplingEconometricsPanel dataMathematicsConsistency (knowledge bases)CovariateSeries (stratigraphy)Monte Carlo methodStatistics
Funding
- Economic and Social Research Council
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2,191
FWCI
201.26
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73
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References
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Journal of Econometrics · 1995 · 1,932 citations
Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
Journal of the American Statistical Association · 1999 · 6,105 citations
Panels with non-stationary multifactor error structures
Journal of Econometrics · 2010 · 936 citations
Testing for unit roots in autoregressive-moving average models of unknown order
Biometrika · 1984 · 3,186 citations
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
Econometrica · 2006 · 4,679 citations
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