Exponent of Cross‐Sectional Dependence: Estimation and Inference

Natalia Bailey, George Kapetanios and Mohammad Pesaran

Journal of Applied Econometrics, 2016, vol. 31, issue 6, 929-960

Date: 2016
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Related works:
Working Paper: Exponent of Cross-sectional Dependence: Estimation and Inference (2012)
Working Paper: Exponent of Cross-sectional Dependence: Estimation and Inference (2012)
Working Paper: Exponent of Cross-sectional Dependence: Estimation and Inference (2012)
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