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1. 1. Estimation and Testing in Panel Data with Cross-Section Dependence

   Författare :Simon Reese; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Factor-augmented panel regression; CCE estimation; cross-section dependence; common factor models; Factor-augmented panel regression; CCE estimation; cross-section dependence; common factor models;

   Sammanfattning : This thesis makes a contribution the econometrics of panel data with cross-section dependence (CSD). It consists of five self-contained papers. LÄS MER