Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem Correction to: “Exponent of cross-sectional dependence for residuals”. (English) Zbl 1467.62103 Sankhyā, Ser. B 82, No. 2, 380 (2020). MSC: 62H20 62P05 62J05 PDFBibTeX XMLCite \textit{N. Bailey} et al., Sankhyā, Ser. B 82, No. 2, 380 (2020; Zbl 1467.62103) Full Text: DOI
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem Exponent of cross-sectional dependence for residuals. (English) Zbl 1437.62206 Sankhyā, Ser. B 81, No. 1, Suppl., S46-S102 (2019); correction ibid. 82, No. 2, 380 (2020). MSC: 62H20 62P05 62J05 PDFBibTeX XMLCite \textit{N. Bailey} et al., Sankhyā, Ser. B 81, No. 1, S46--S102 (2019; Zbl 1437.62206) Full Text: DOI Link