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Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure. (2018). Yamagata, Takashi ; Sarafidis, Vasilis ; Norkute, Milda .
In: ISER Discussion Paper.
RePEc:dpr:wpaper:1019.

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  1. A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects. (2019). Yamagata, Takashi ; Nagata, Shuichi ; Hayakawa, Kazuhiko ; Cui, Guowei.
    In: ISER Discussion Paper.
    RePEc:dpr:wpaper:1037r.

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  2. A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects. (2018). Yamagata, Takashi ; Nagata, Shuichi ; Hayakawa, Kazuhiko.
    In: ISER Discussion Paper.
    RePEc:dpr:wpaper:1037.

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References

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