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Revision as of 06:17, 9 July 2024

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A nonlinear panel data model of cross-sectional dependence
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    A nonlinear panel data model of cross-sectional dependence (English)
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    11 November 2014
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    nonlinear panel data model
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    clustering
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    cross-section dependence
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    factor models
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    Monte Carlo simulations
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    application to stock returns and inflation
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