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

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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

Topics

Econometrics

Cited by (3)

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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

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XF-LKMYCAQ-D