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st: Re: xttest2
Obviously you could compute pairwise correlations for such a
correlation matrix (that is, the 124x124 symmetric matrix). But how you
could combine the information in those correlations, which are derived
from a matrix of rank 18 at best, I do not know.
Kit Baum, Boston College Economics
On Mar 5, 2005, at 7:33 AM, Ricardo wrote:
Any idea concerning how can I test for contemporaneous correlation on a
panel of 124 x (18 to 33) dimension?
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