A nonlinear panel data model of cross-sectional dependence (Q469559)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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