Inference without smoothing for large panels with cross-sectional and temporal dependence
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DOI: 10.1016/j.jeconom.2020.10.003
Abstract: This paper addresses inference in large panel data models in the presence of both cross-sectional and temporal dependence of unknown form. We are interested in making inferences without relying on the choice of any smoothing… read more here.
Keywords: cross sectional; dependence; without smoothing; inference without ... See more keywords