Exponent of cross-sectional dependence : estimation and inference

Natalia Bailey, George Kapetanios and M. Hashem Pesaran

Year of publication:	September-October 2016
Authors:	Bailey, Natalia ; Kapetanios, George ; Pesaran, M. Hashem
Published in:	Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 31.2016, 6, p. 929-960
Subject:	Querschnittsanalyse \| Cross-section analysis \| Korrelation \| Correlation \| Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory \| Theorie \| Theory \| Schätzung \| Estimation \| Börsenkurs \| Share price \| Wirkungsanalyse \| Impact assessment \| USA \| United States

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