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subject:"Panel"
subject:"Stochastic process"
~institution:"Nationalekonomiska Institutionen <Lund>"
~subject:"Portfolio selection"
~subject:"United States"
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Testing for stationarity in panel data when errors are serially correlated : finite-sample results
Jönsson, Kristian
(
contributor
)
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2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002595209
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2
Testing for stationary in panel data models when disturbances are cross-sectionally correlated
Jönsson, Kristian
(
contributor
)
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002099608
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3
The impact of estimation error on portfolio selection for investors with constant relative risk aversion
Bengtsson, Christoffer
(
contributor
)
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001815413
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