Kazuhiko Hayakawa
;
M. Hashem Pesaran
;
L. Vanessa Smith

short t dynamic panel data models with individual, time and interactive effects (replication data)

Data and code for replicating the results in the empirical illustrations section of the paper "Short T dynamic panel data models with individual, time and interactive effects" by Kazuhiko Hayakawa, M. Hashem Pesaran and L. Vanessa Smith, Journal of Applied Econometrics (forthcoming).

Data and Resources

Suggested Citation

Hayakawa, Kazuhiko; Pesaran, M. Hashem; Smith, L. Vanessa (2023): Short T dynamic panel data models with individual, time and interactive effects (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2023066.2112196627