Cross-section Regression with Common Shocks
Year of publication: |
2003-06
|
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Authors: | Andrews, Donald W.K. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Asymptotics | Common shocks | Dependence | Exchangeability | Factor model | Inconsistency | regression |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | CFP 1153. Published in Econometrics (September 2005), 73(5): 1551-1585 The price is None Number 1428 43 pages |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C12 - Hypothesis Testing ; C13 - Estimation |
Source: |
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Cross-section Regression with Common Shocks
Andrews, Donald W.K., (2004)
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