Nonparametric heteroskedasticity in persistent panel processes: an application to earnings dynamics (Q1706490)
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English | Nonparametric heteroskedasticity in persistent panel processes: an application to earnings dynamics |
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Nonparametric heteroskedasticity in persistent panel processes: an application to earnings dynamics (English)
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22 March 2018
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conditional heteroskedasticity
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nonparametric identification
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earnings risk
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