High dimensional cross-sectional dependence test under arbitrary serial correlation (Q2360967): Difference between revisions

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Latest revision as of 05:10, 18 December 2024

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High dimensional cross-sectional dependence test under arbitrary serial correlation
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    High dimensional cross-sectional dependence test under arbitrary serial correlation (English)
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    29 June 2017
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    CD test
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    cross-sectional dependence
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    panel data
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    serial correlation
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