Testing Weak Cross-Sectional Dependence in Large Panels
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Publication:5863573
DOI10.1080/07474938.2014.956623zbMath1491.62251OpenAlexW3122456196MaRDI QIDQ5863573
Publication date: 3 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://www.econ.cam.ac.uk/research-files/repec/cam/pdf/cwpe1208.pdf
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15)
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