Exponent of Cross-sectional Dependence: Estimation and Inference
Year of publication: |
2012-01
|
---|---|
Authors: | Bailey, Natalia ; Kapetanios, George ; Pesaran, M. Hashem |
Institutions: | Institute for the Study of Labor (IZA) |
Subject: | cross correlations | cross-sectional dependence | cross-sectional averages | weak and strong factor models | Capital Asset Pricing Model |
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Exponent of cross-sectional dependence: Estimation and inference
Bailey, Natalia, (2012)
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Exponent of cross-sectional dependence: Estimation and inference
Bailey, Natalia, (2012)
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Exponent of Cross-sectional Dependence: Estimation and Inference
Bailey, Natalia, (2012)
- More ...
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Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia, (2012)
-
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia, (2012)
-
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia, (2012)
- More ...