get_got_data
era_pl.get_got_data(rng, N, T, Xvol, Evol, rho_X, rho_E)Generate panel data with cross-sectional and time-series dependence.
Parameters
| Name | Type | Description | Default |
|---|---|---|---|
| rng | Numpy random generator. | required | |
| N | Number of firms. | required | |
| T | Number of time periods. | required | |
| Xvol | Cross-sectional dependence in X. | required | |
| Evol | Cross-sectional dependence in errors. | required | |
| rho_X | Time-series dependence in X. | required | |
| rho_E | Time-series dependence in errors. | required |