@article{econhot_econhot-cited-89166131f29307fa, title = {Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors}, author = {Alexander Chudík and M. Hashem Pesaran}, journal = {Journal of Econometrics}, year = {2015}, volume = {188}, number = {2}, pages = {393-420}, doi = {10.1016/j.jeconom.2015.03.007}, url = {https://doi.org/10.1016/j.jeconom.2015.03.007} }