A Guide to Analyzing Large , Large Panel Data
Fixed effects estimation of a static model with robust or panel corrected standard errors is commonly used to model large N , large T panel data. However, this approach is biased and inconsistent in the presence of dynamic misspecification, slope heterogeneity, and cross-sectional dependence. Common...
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| Format: | Article |
| Language: | English |
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SAGE Publishing
2022-08-01
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| Series: | Socius |
| Online Access: | https://doi.org/10.1177/23780231221117645 |