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1 IZA Discussion Papers
IZA Discussion Paper No. 6583
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models
Kazuhiko Hayakawa, M. Hashem Pesaran
published as 'Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity' in: Journal of Econometrics, 2015, 188 (1), 111-134
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