Estimating long run effects and the exponent of cross-sectional dependence: an update to xtdcce2
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- Jan Ditzen, 2021. "Estimating long-run effects and the exponent of cross-sectional dependence: An update to xtdcce2," Stata Journal, StataCorp LLC, vol. 21(3), pages 687-707, September.
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More about this item
Keywords
cross section dependence; common correlated effects; error correction model; long run coefficients;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
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