On the estimation and inference in factor-augmented panel regressions with correlated loadings (Q2439796)

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On the estimation and inference in factor-augmented panel regressions with correlated loadings
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    On the estimation and inference in factor-augmented panel regressions with correlated loadings (English)
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    17 March 2014
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    factor-augmented panel regressions
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    common factor models
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    cross-sectional averages
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    cross-sectional dependence
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