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    • Exponent of Cross-sectional Dependence: Estimation and Inference 

      Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem (Faculty of Economics, University of Cambridge, UK, 2012-01-23)
      (DISCLAIMER: Not all mathematical symbols in the abstract will display properly - please see the abstract in the pdf). An important issue in the analysis of cross-sectional dependence which has received renewed interest ...