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Estimating long-run effects and the exponent of cross-sectional dependence: An update to xtdcce2

View all articles by this author: Jan Ditzen

View all articles with these keywords: xtdcce2, xtcse2, xtcd2, parameter heterogeneity, dynamic panels, cross-section dependence, common-correlated effects, pooled mean-group estimator, mean-group estimator, error-correction model, ardl, long-run coefficients