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~isPartOf:"Econometrics papers"
~isPartOf:"Handbook of applied econometrics and statistical inference"
~person:"Hidalgo, Javier"
~source:"econis"
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Inference and testing breaks in nlarge dynamic panels with strong cross sectional dependence
Hidalgo, Javier
;
Schafgans, Marcia M. A.
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2015
Persistent link: https://www.econbiz.de/10011280123
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Inference without smoothing for large panels with cross-sectional and temporal dependence
Hidalgo, Javier
;
Schafgans, Marcia M. A.
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2017
Persistent link: https://www.econbiz.de/10011889214
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