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Robust Econometric Inference

Kostas Vasilopoulos, Efthymios Pavlidis

Last update: 24 November 2020

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.1.0

Cites work

• LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS
• Robust Econometric Inference for Stock Return Predictability

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