Correction to: ``Exponent of cross-sectional dependence for residuals
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Publication:2023801
DOI10.1007/S13571-019-00220-YzbMath1467.62103OpenAlexW3007626021MaRDI QIDQ2023801
M. Hashem Pesaran, Natalia Bailey, George Kapetanios
Publication date: 3 May 2021
Published in: Sankhyā. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13571-019-00220-y
Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20)
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