Cross-section regression with common shocks

Econometrica

Volumn 73, Issue 5, 2005, Pages 1551-1585

  Andrews, Donald W K ^a  

^a NONE

Author keywords

Asymptotics; Common shocks; Dependence; Exchangeability; Factor model; Inconsistency; Regression

Indexed keywords

EID: 27744459542     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1468-0262.2005.00629.x     Document Type: Review

References (35)

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