Skip to content
Log in
Home
Datasets
Search Datasets
datasets
journals
info
1 dataset found
Newest
Oldest
Relevance
Popular
Name Ascending
Name Descending
Last Modified
Issue Ascending
Issue Descending
Go
Journals:
Journal of Applied Econometrics
Formats:
TXT
XLSX
ZIP
ZIP
src
Tags:
Time series analysis
Natalia Bailey
;
George Kapetanios
;
M. Hashem Pesaran
Exponent of Cross-Sectional Dependence: Estimation and Inference (replication...
This paper provides a characterisation of the degree of cross-sectional dependence in a two dimensional array, {xit,i = 1,2,...N;t = 1,2,...,T} in terms of the rate at which the...
DOI:10.15456/jae.2022326.0659087831
TXT
ZIP
XLSX
src
prg
