Exponent of Cross-Sectional Dependence: Estimation and Inference EXPONENT OF CROSS-SECTIONAL DEPENDENCE (2016)
Abstract
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Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1002/jae.2476
Publication URI: http://dx.doi.org/10.1002/jae.2476
Type: Journal Article/Review
Parent Publication: Journal of Applied Econometrics
Issue: 6