Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure

Shin, Yongcheol, Serlenga, Laura and Kapetanios, G. (Accepted: 2018) Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure. Journal of Econometrics. ISSN 0304-4076 (In Press)

Abstract

Metadata

Authors/Creators:
  • Shin, Yongcheol (yongcheol.shin@york.ac.uk)
  • Serlenga, Laura
  • Kapetanios, G.
Dates:
  • Accepted: 4 October 2018
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 26 Nov 2018 11:10
Last Modified: 01 May 2020 23:21
Status: In Press
Refereed: Yes

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