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Correction to: Sankhya B: The Indian Journal of Statistics 81(Suppl 1): 46–102 https://doi.org/10.1007/s13571-019-00196-9
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Bailey, N., Kapetanios, G. & Pesaran, M.H. Correction to: Exponent of Cross-sectional Dependence for Residuals. Sankhya B 82, 380 (2020). https://doi.org/10.1007/s13571-019-00220-y
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DOI: https://doi.org/10.1007/s13571-019-00220-y