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How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Pesaran, M. Hashem, Xie, Yimeng
Format:	Preprint
Publié:	2021
Sujets:	Econometrics
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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