A cross-section average-based principal components approach for fixed-T panels
Westerlund, Joakim 2020, A cross-section average-based principal components approach for fixed-T panels, Journal of Applied Econometrics, pp. 1-10, doi: 10.1002/jae.2786.
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A cross-section average-based principal components approach for fixed-T panels
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A cross-section average-based principal components approach for fixed-T panels
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