@data{jae.2024176.1544529110,
author = {Pesaran, M. Hashem and Yang, Liying},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {heterogeneous-autoregressions-in-short-t-panel-data-models},
year = {2024},
version = {1},
url = {https://journaldata.zbw.eu/dataset/heterogeneous-autoregressions-in-short-t-panel-data-models},
keywords = {C22,C23,C46},
doi = "10.15456/jae.2024176.1544529110" 
}