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Original Articles

New transformation methods in dynamic panel data models with heterogeneous time trends

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Pages 375-379 | Published online: 09 May 2008

References

  • Hahn , J. , Hausman , J. and Kuersteiner , G. 2007 . Long Difference Instrumental Variables Estimation for Dynamic Panel Models with Fixed Effects . Journal of Econometrics , 127 : 574 – 617 .
  • Harris , R. D. F. and Tzavalis , E. 1999 . Inference for unit roots in dynamic panels where the time dimension is fixed . Journal of Econometrics , 91 : 201 – 26 .
  • Phillips , P. C. B. and Sul , D. 2007 . Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence . Journal of Econometrics , 127 : 574 – 617 .
  • Wansbeek , T. J. and Knaap , T. 1999 . Estimating a dynamic panel data model with heterogeneous trends . Annales d'Economie et de Statistique , 55–6 : 331 – 49 .
  • Wooldridge , J. M. 2002 . Econometric analysis of cross section and panel data , Cambridge, Mass : MIT Press .

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