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A Multiple Testing Approach to the Regularisation of Large Sample Correlation Markets (2014)

First Author: Bailey N

Attributed to: Cross Section Dependence in Panel Data Models: Analysis of Short T Panels and Tests of Weak and Strong Cross Section Dependence funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.2139/ssrn.2461655

Publication URI: http://dx.doi.org/10.2139/ssrn.2461655

Type: Journal Article/Review

Parent Publication: SSRN Electronic Journal