Joint Modelling and Estimation of Global and Local Cross-Sectional Dependence in Large Panels

Research output: Working paper / Preprint › Working paper › Professional

Name	TI discussion paper series
No.	21-008/III

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title = "Joint Modelling and Estimation of Global and Local Cross-Sectional Dependence in Large Panels",

author = "Koopman, {Siem Jan} and Julia Schaumburg and Quint Wiersma",

year = "2021",

month = jan,

day = "21",

language = "English",

volume = "21",

series = "TI discussion paper series",

publisher = "Tinbergen Instituut",

number = "21-008/III",

edition = "008/III",

type = "WorkingPaper",

institution = "Tinbergen Instituut",

}

TY - UNPB

T1 - Joint Modelling and Estimation of Global and Local Cross-Sectional Dependence in Large Panels

AU - Koopman, Siem Jan

AU - Schaumburg, Julia

AU - Wiersma, Quint

PY - 2021/1/21

Y1 - 2021/1/21

M3 - Working paper

VL - 21

T3 - TI discussion paper series

BT - Joint Modelling and Estimation of Global and Local Cross-Sectional Dependence in Large Panels

PB - Tinbergen Instituut

ER -