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The distribution of rolling regression estimators
Cai, Zongwu; Juhl, Ted - 2020
Persistent link: https://www.econbiz.de/10012312838
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The distribution of rolling regression estimators
Cai, Zongwu; Juhl, Ted - 2022
Persistent link: https://www.econbiz.de/10014280636
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The distribution of rolling regression estimators
Cai, Zongwu; Juhl, Ted - In: Journal of econometrics 235 (2023) 2, pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400