Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/189695 
Year of Publication: 
2018
Series/Report no.: 
cemmap working paper No. CWP07/18
Publisher: 
Centre for Microdata Methods and Practice (cemmap), London
Subjects: 
Cross-Sectional Dependence
Fama-French Model
Inference
Sieve Estimation
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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