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person:"Pesaran, M. Hashem"
type_genre:"Article in journal"
~isPartOf:"Cambridge-INET working papers"
~person:"Linton, Oliver"
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A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
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