Correction to: Exponent of Cross-sectional Dependence for Residuals

Natalia Bailey, George Kapetanios and Mohammad Pesaran

Sankhya B: The Indian Journal of Statistics, 2020, vol. 82, issue 2, No 8, 380-380

Abstract: Note that in the definition of estimator ᾶ in Eq. 4.5 of page S56, the subsequent equation reads

Date: 2020
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DOI: 10.1007/s13571-019-00220-y

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