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However, the corresponding common correlated effects (CCEs) estimator can be sensitive to the number of cross\u2010section averages used and\/or the static factor representation for observables. In this paper, we show that most of the corresponding problems documented in the literature can be solved once cross\u2010section averages are appropriately regularized, thus extending the applicability of the CCE setup. As the standard plug\u2010in variance estimators are not able to account for all sources of estimation uncertainty, we suggest the use of cross\u2010section bootstrap to construct confidence intervals. 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