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A nonlinear panel data model of cross-sectional dependence
Kapetanios, George
;
Mitchell, James
;
Shin, Yongcheol
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 134-157
Persistent link: https://www.econbiz.de/10010372654
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Generalised density forecast combinations
Kapetanios, George
;
Mitchell, James
;
Price, Simon
; …
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 150-165
Persistent link: https://www.econbiz.de/10011500286
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