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Panel-data models with large N and large T: An overview

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  • Jan Ditzen

    (Free University of Bozen-Bolzano)

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  • Jan Ditzen, 2021. "Panel-data models with large N and large T: An overview," Economics Virtual Symposium 2021 2, Stata Users Group.
    • Handle: RePEc:boc:econ21:2
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    File URL: http://fmwww.bc.edu/repec/econ2021/Econ21_Ditzen.pdf
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    References listed on IDEAS

    as
    1. Jiaqi Xiao & Artūras Juodis & Yiannis Karavias & Vasilis Sarafidis & Jan Ditzen, 2023. "Improved tests for Granger noncausality in panel data," Stata Journal, StataCorp LP, vol. 23(1), pages 230-242, March.
    2. Jesse Wursten, 2017. "XTCDF: Stata module to perform Pesaran's CD-test for cross-sectional dependence in panel context," Statistical Software Components S458385, Boston College Department of Economics.
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