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

Peter Phillips and Donggyu Sul ()

Journal of Econometrics, 2007, vol. 137, issue 1, 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)
Working Paper: Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:137:y:2007:i:1:p:162-188

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