Cross-Section Regression with Common Shocks (Q5393892)

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scientific article; zbMATH DE number 5066824
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Cross-Section Regression with Common Shocks
scientific article; zbMATH DE number 5066824

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    Cross-Section Regression with Common Shocks (English)
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    24 October 2006
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    asymptotics
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    common shocks
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    dependence
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    exchangeability
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    factor model
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    inconsisteney
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    regression
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