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Table 1. No cross-sectional or serial correlation, β = 0 and ρ = 0
Table 3. Serial correlation only, β = 0 and ρ = 0.7
Table 4. Both cross-sectional and serial correlation, β = 0.1 and ρ = 0.6
Table 7. Stability to the choice of α (N = T = 100)
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