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person:"Akkerboom, Hans"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Pesaran, M. Hashem"
~subject:"Cointegration"
~subject:"Estimation"
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Akkerboom, Hans
Pesaran, M. Hashem
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Exponent of cross-sectional dependence for residuals
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
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2018
Persistent link: https://www.econbiz.de/10012583496
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