Datasets Activity Stream About 1 dataset found Newest Oldest Relevance Name Ascending Name Descending Last Modified Go Publication Year: 2016 None: 6 Formats: src 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
