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Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
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Article
M. Hashem Pesaran; Yongcheol Shin; Ron Smith · Journal of the American Statistical Association · 1999
It is now quite common to have panels in which both T, the number of time series observations, and N, the number of groups, are quite large and of the same order of magnitude. The usual practice is either to estimate N s...
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