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Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
Hayakawa, Kazuhiko, (2015)
Rolling regression analysis of the Pástor-Stambaugh model : evidence from robust instrumental variables
Racicot, François-Éric, (2017)
Outlier Robust Gmm Estimation of Leverage Determinants in Linear Dynamic Panel Data Models
Lucas, Andre, (2009)
Outperforming the market using biliniarities in fundamentals and macroeconomic variables
Kloek, Teunis, (1995)
Stock selection, style rotation, and risk
Lucas, André, (2001)
Forecasting stock returns using bilinearities in fundamentals and macroeconomic variables
Dijk, Ronald van, (1996)