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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)
Test of random versus fixed effects with small within variation
Hahn, Jinyong, (2011)
LM Test of Neglected Correlated Random Effects and Its Application
Hahn, Jinyong, (2015)
Reducing Bias of Mle in a Dynamic Panel Model
Hahn, Jinyong, (2005)