Correction to: Exponent of Cross-sectional Dependence for Residuals
Natalia Bailey (),
George Kapetanios () and
M Pesaran ()
Sankhya B: The Indian Journal of Statistics, 2020, vol. 82, issue 2, No 8, 380-380
Note that in the definition of estimator ᾶ in Eq. 4.5 of page S56, the subsequent equation reads
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