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~person:"Kapetanios, George"
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Application to Stock Returns and Inflation Expectations
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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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Nonlinear Panel Data Model
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Kapetanios, George
DUFOUR, Jean-Marie
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Dijk, Herman K. van
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Koopman, Siem Jan
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Casarin, Roberto
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Guegan, Dominique
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Calzolari, Giorgio
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Kaufmann, Sylvia
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Ravazzolo, Francesco
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A Nonlinear Panel Data Model of Cross-Sectional Dependence
Mitchell, James
;
Kapetanios, George
;
Shin, Yongcheol
-
Department of Economics, Leicester University
-
2012
inference. This is supplemented with Monte
Carlo
studies and two empirical applications which indicate the utility of our …
Persistent link: https://www.econbiz.de/10009647759
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