𝔖 Bobbio Scriptorium
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Dynamic panel estimation and homogeneity testing under cross section dependence

✍ Scribed by Peter C. B. Phillips; Donggyu Sul


Book ID
108513059
Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
252 KB
Volume
6
Category
Article
ISSN
1368-4221

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## Abstract Recently, considerable emphasis has been placed on the problems arising out of cross‐sectional dependence in panel unit root tests. This paper adopts the factor‐based cross‐sectional dependence paradigm of Bai and Ng (2005) but suggests alternative factor extraction methods. Some theore