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Showing 1 to 1 of 1 for “"Large N Large T"”.

  1. Three Essays on Testing for Cross-Sectional Dependence and Specification in Large Panel Data Models

    … cross-sectional dependence and specification in large panel data models. The first two essays are based on the papers joint with Prof. Badi H. Baltagi and Prof. Chihwa Kao; the third essay is based on the working paper joint with Prof. Lee. The first essay considers testing for Sphericity with …

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