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Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence

Peter C.B. PhillipsCowles Foundation for Research in Economics, Yale University, New Haven, CT 06520‐8281, USA; University of Auckland & University of York [email protected]Donggyu SulDepartment of Economics, University of Auckland, Private Bag 92019, Auckland, New Zealand [email protected]
2002en
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Now published as a Journal Article in The Econometrics Journal Volume 6 Issue 1 Page 217 - June 2003 doi:10.1111/1368-423X.00108

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