Correction to: Exponent of Cross-sectional Dependence for Residuals
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Correction to: Exponent of Cross-sectional Dependence for Residuals Natalia Bailey Monash University, Clayton, Australia
George Kapetanios King’s College London, London, UK
M. Hashem Pesaran University of Southern California, Los Angeles, USA Trinity College, Cambridge, UK Correction to: Sankhya B: The Indian Journal of Statistics 81(Suppl 1): 46–102 https://doi.org/10.1007/s13571-019-00196-9 Note that in the definition of estimator α ˜ in Eq. 4.5 of page S56, the subsequent equation reads ⎧ c (n,δ) ⎪ ρij | > p√T , for i = j ⎨ 1, if |ˆ . δ˜ij = 1, for i = j ⎪ ⎩ 0, otherwise Publisher’s Note. Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations. Natalia Bailey Monash University, Clayton, Australia E-mail: [email protected]
George Kapetanios King’s College London, London, UK
M. Hashem Pesaran University of Southern California, Los Angeles, CA, USA Trinity College, Cambridge, UK
The original article can be found online at https://doi.org/10.1007/s13571-019-00196-9.
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