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~isPartOf:"Journal of econometrics"
~person:"Asai, Manabu"
~person:"Mitchell, James"
~person:"Scaillet, Olivier"
~subject:"Application to stock returns and inflation"
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A nonlinear panel data model of cross-sectional dependence
Kapetanios, George
;
Mitchell, James
;
Shin, Yongcheol
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 134-157
Persistent link: https://www.econbiz.de/10010372654
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