Cross sectional dependence in panel data models: Analysis of short T panels and tests of weak and strong cross section dependence

Smith, Vanessa (Principal investigator)

Economics

Project: Research project (funded) › Research

Status	Finished
Effective start/end date	1/10/13 → 31/03/14

Funding

ECONOMIC AND SOCIAL RESEARCH COUNCIL (ESRC): £12,184.42

1 Article

Short T Dynamic Panel Data Models with Individual, Time and Interactive Effects
Smith, L. V., Hayakawa, K. & Pesaran, M. H., 2023, In: Journal of Applied Econometrics.
Research output: Contribution to journal › Article › peer-review