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Search: subject:"Data-driven studentization"
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Data-driven studentization
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Lee, Jungyoon
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Robinson, Peter M.
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Series estimation under cross-sectional dependence
Lee, Jungyoon
;
Robinson, Peter M.
-
London School of Economics (LSE)
-
2013
established, and a
data-driven
studentization
new to cross-sectional data is justifi…ed. The conditions accommodate various cross …
Persistent link: https://www.econbiz.de/10011126210
Saved in:
2
Series Estimation under Cross-sectional Dependence
Lee, Jungyoon
;
Robinson, Peter M
-
Suntory and Toyota International Centres for Economics …
-
2013
established, and a
data-driven
studentization
new to cross-sectional data is justifi ed. The conditions accommodate various cross …
Persistent link: https://www.econbiz.de/10011003914
Saved in:
3
Series estimation under cross-sectional dependence
Lee, Jungyoon
;
Robinson, Peter M.
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011591611
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