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Cross-sectional expected returns : new Fama-MacBeth regressions in the era of machine learning
Han, Yufeng, (2024)
Bonferroni-type tests for return predictability with possibly trending predictors
Astill, Sam, (2025)
Linear regression with weak exogeneity
Mikusheva, Anna, (2025)
Least absolute deviations regression under nonstandard conditions
Rogers, Alan J., (2001)
On the consistency of instrumental variables estimators in large models
Rogers, Alan J., (1988)
LAD regression under non-standard conditions
Rogers, Alan J., (1998)