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Inference on many jumps in nonparametric panel regression models (2023)

First Author: Chen L

Attributed to: New Cross-Sectionally Dependent Panel Data Methods for the Analysis of Macroeconomic and Financial Networks funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.2312.01162

Publication URI: https://arxiv.org/abs/2312.01162

Type: Preprint