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XF-LKMYCAQ-D
Research / Academic Paper ACTIVE

Estimation of Fixed Effect Models for Time Series of Cross-Sections with Arbitrary Intertemporal Covariance

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Document Metadata

Issuer
Elsevier (Journal of Financial Economics)
Document Type
Research / Academic Paper
Publication Year
1980
Retrieved
5 May 2026
Source
doi.org
Record ID
XFLKMYCAQD
Validation
Inferred by XFID

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SHA-256 (file bytes)
ace1042226efa6b0aeb83afe3b9986a452a62e417b8db6541b72ab29f54cf6f1
SHA-256 (canonical content)
ace1042226efa6b0aeb83afe3b9986a452a62e417b8db6541b72ab29f54cf6f1

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Topics

Econometrics

Cited by (3)

Other RESEARCH documents in the registry that cite this work.

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Academic / report citation
Elsevier (Journal of Financial Economics) (1980). Estimation of Fixed Effect Models for Time Series of Cross-Sections with Arbitrary Intertemporal Covariance. XFID: XF-LKMYCAQ-D. Retrieved from https://xframework.id/XFLKMYCAQD
Identifier only
XF-LKMYCAQ-D