Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure

DOI10.1111/J.1468-0262.2006.00692.XzbMath1152.91718OpenAlexW3121722945WikidataQ29397011 ScholiaQ29397011MaRDI QIDQ3418479

M. Hashem Pesaran

Publication date: 5 February 2007

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://www.cesifo.org/DocDL/cesifo1_wp1331.pdf

zbMATH Keywords

large panelscross-section dependencecommon correlated effectsestimation and inferenceheterogeneicity

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

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