@data{jae.2022326.0659087831, author = {Bailey, Natalia and Kapetanios, George and Pesaran, M. Hashem}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {exponent-of-crosssectional-dependence-estimation-and-inference}, year = {2016}, version = {1}, url = {https://journaldata.zbw.eu/dataset/exponent-of-crosssectional-dependence-estimation-and-inference}, doi = "10.15456/jae.2022326.0659087831" }