Chudik, A., & Pesaran, M. H. (2015). Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors. Journal of econometrics, 188(2), 393-420. https://doi.org/10.1016/j.jeconom.2015.03.007
Chicago Style (17th ed.) CitationChudik, Alexander, and M. Hashem Pesaran. "Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors." Journal of Econometrics 188, no. 2 (2015): 393-420. https://doi.org/10.1016/j.jeconom.2015.03.007.
MLA (9th ed.) CitationChudik, Alexander, and M. Hashem Pesaran. "Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors." Journal of Econometrics, vol. 188, no. 2, 2015, pp. 393-420, https://doi.org/10.1016/j.jeconom.2015.03.007.