Joint Modelling and Estimation of Global and Local Cross-Sectional Dependence in Large Panels
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2011 ◽
Vol 164
(2)
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pp. 310-330
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2014 ◽
Vol 34
(6-10)
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pp. 1089-1117
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2013 ◽
Vol 32
(5-6)
◽
pp. 754-777
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