Dynamic panel estimation and homogeneity testing under cross section dependence (Q4439306)

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scientific article; zbMATH DE number 2016632
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Dynamic panel estimation and homogeneity testing under cross section dependence
scientific article; zbMATH DE number 2016632

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    Dynamic panel estimation and homogeneity testing under cross section dependence (English)
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    17 March 2004
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    autoregression
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    median unbiased SUR estimation
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    orthogonalization procedure
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    dynamic factors
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    dynamic panel estimation
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    GLS estimation
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    homogeneity tests
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    median unbiased estimation
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    panel unit root tests
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    bias
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    modified Hausman test
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    cross section dependence
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    tables
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