Idiosyncratic volatility and the expected stock returns for exploring the relationship with panel threshold regression (Q356766): Difference between revisions

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+W1970418993
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+Common risk factors in the returns on stocks and bonds
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+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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+Threshold effects in non-dynamic panels: Estimation, testing, and inference
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+Testing for unit roots in heterogeneous panels.
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+Economic tracking portfolios
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+Unit root tests in panel data: asymptotic and finite-sample properties
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+Publication:356766