@article{econhot_econhot-reading-36,
  title = {Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure},
  author = {M. Hashem Pesaran},
  journal = {Econometrica},
  year = {2006},
  volume = {74},
  number = {4},
  pages = {967-1012},
  doi = {10.1111/j.1468-0262.2006.00692.x},
  url = {https://doi.org/10.1111/j.1468-0262.2006.00692.x}
}

@article{econhot_econhot-reading-37,
  title = {Pooled Mean Group Estimation of Dynamic Heterogeneous Panels},
  author = {M. Hashem Pesaran and Yongcheol Shin and Ron P. Smith},
  journal = {Journal of the American Statistical Association},
  year = {1999},
  volume = {94},
  number = {446},
  pages = {621-634},
  doi = {10.1080/01621459.1999.10474156},
  url = {https://doi.org/10.1080/01621459.1999.10474156}
}