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Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence

Author

Listed:
  • Phillips, Peter
  • Sul, Donggyu

Abstract

Now published as a Journal Article in The Econometrics Journal Volume 6 Issue 1 Page 217 - June 2003 doi:10.1111/1368-423X.00108

Suggested Citation

  • Phillips, Peter & Sul, Donggyu, 2002. "Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence," Working Papers 194, Department of Economics, The University of Auckland.
    • Handle: RePEc:auc:wpaper:194
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    File URL: http://hdl.handle.net/2292/194
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    Keywords

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    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models

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