Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence

Peter C. B. Phillips () and Donggyu Sul ()

Journal of Econometrics, 2007, vol. 137, issue 1, pages 162-188

Date: 2007
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Related works:
Working Paper: Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence (2004)
Working Paper: Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence (2004)
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Persistent link: http://EconPapers.repec.org/RePEc:eee:econom:v:137:y:2007:i:1:p:162-188

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