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~accessRights:"restricted"
~person:"Newey, Whitney K."
~person:"Pesaran, M. Hashem"
~subject:"Estimation theory"
~subject:"Portfolio-Management"
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Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
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