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Publication Year:
2015
None:
31
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Natalia Bailey
;
George Kapetanios
;
M. Hashem Pesaran
Exponent of Cross-Sectional Dependence: Estimation and Inference (replication...
This paper provides a characterisation of the degree of cross-sectional dependence in a two dimensional array, {xit,i = 1,2,...N;t = 1,2,...,T} in terms of the rate at which the...
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