Estimating Long-Run Relationships From Dynamic Heterogeneous Panels
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Bibliographic InfoPaper provided by Faculty of Economics, University of Cambridge in its series Cambridge Working Papers in Economics with number 9215.
Length: 51 pages
Date of creation: 1992
Date of revision:
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Web page: http://www.econ.cam.ac.uk/index.htm
time series ; econometrics;
Other versions of this item:
- Pesaran, M. Hashem & Smith, Ron, 1995. "Estimating long-run relationships from dynamic heterogeneous panels," Journal of Econometrics, Elsevier, vol. 68(1), pages 79-113, July.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Barro, R.J., 1989.
"Economic Growth In A Cross Section Of Countries,"
RCER Working Papers
201, University of Rochester - Center for Economic Research (RCER).
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- Lewbel, Arthur, 1994. "Aggregation and Simple Dynamics," American Economic Review, American Economic Association, vol. 84(4), pages 905-18, September.
- Nickell, Stephen J, 1981. "Biases in Dynamic Models with Fixed Effects," Econometrica, Econometric Society, vol. 49(6), pages 1417-26, November.
- Pesaran, M Hashem & Pierse, Richard G & Kumar, Mohan S, 1989.
"Econometric Analysis of Aggregation in the Context of Linear Prediction Models,"
Econometric Society, vol. 57(4), pages 861-88, July.
- M. H. Pesaran & R. G. Pierse & M. S. Kumar, 1988. "Econometric Analysis of Aggregation in the Context of Linear Prediction Models," UCLA Economics Working Papers 485, UCLA Department of Economics.
- Donald Robertson & James Symons, 1991.
"Some Strange Properties of Panel Data Estimators,"
CEP Discussion Papers
dp0044, Centre for Economic Performance, LSE.
- Gonzalo, Jesus, 1993.
"Cointegration and aggregation,"
Elsevier, vol. 47(3), pages 281-291, September.
- Pesaran, M.H. & Shin, Y., 1995. "An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis," Cambridge Working Papers in Economics 9514, Faculty of Economics, University of Cambridge.
- Lee, Kevin C & Pesaran, M Hashem & Pierse, Richard G, 1990. "Testing for Aggregation Bias in Linear Models," Economic Journal, Royal Economic Society, vol. 100(400), pages 137-50, Supplemen.
- Hsiao, C., 1992. "Random Coefficients Models," Papers 9212, Southern California - Department of Economics.
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