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This document provides an overview of panel-time series regression models with large numbers of cross-sectional units (N) and time periods (T). It discusses topics such as cross-sectional dependence, estimating the number of common factors driving dependence, and testing for weak dependence. Methods for testing slope homogeneity across units and recent developments in testing for cross-sectional dependence are also covered. The goal is to give a broad overview of the literature and methods for panel time se

Author

fbn2377

Language

EN