Joint Modelling and Estimation of Global and Local Cross-Sectional Dependence in Large Panels
Year of publication: |
[2021]
|
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Authors: | Koopman, Siem Jan ; Schaumburg, Julia ; Wiersma, Quint |
Publisher: |
[S.l.] : SSRN |
Extent: | 1 Online-Ressource (36 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 21, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3770875 [DOI] |
Classification: | C32 - Time-Series Models ; C33 - Models with Panel Data ; c38 |
Source: | ECONIS - Online Catalogue of the ZBW |
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