Exponent of Cross-Sectional Dependence: Estimation and Inference
Author:
Affiliation:
1. Queen Mary; University of London; UK
2. University of Southern California; Los Angeles CA USA
3. Trinity College; University of Cambridge; UK
Funder
Economic and Social Research Council
Publisher
Wiley
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/jae.2476/fullpdf
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