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Estimating standard errors in finance panel data sets : comparing approaches
Petersen, Mitchell A., (2009)
Standard errors for panel data models with unknown clusters
Bai, Jushan, (2024)
Petersen, Mitchell A., (2004)
Identifying term structure volatility from the LIBOR-swap curve
Thompson, Samuel B., (2008)
Robust confidence intervals for autoregressive coefficients near one
Thompson, Samuel B., (2005)
Predicting the equity premium out of sample : can anything beat the historical average?
Campbell, John Y., (2005)