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Inference on nonstationary heavy-tailed AR processes via model selection
Guo, Feifei, She, Rui, Yang, Yaxing JOURNAL OF TIME SERIES ANALYSIS 20260301
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Option Pricing with Time-Varying Volatility Risk Aversion
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Fundamental Anomalies
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Brumm, Feng, Kotlikoff, Kubler: Are deficits fr...
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Huang, Jiang, Leng, Peng: Bootstrap analysis of mutual fund performan...
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Wang, Peng, Kim: Bootstrap inference for the finite population mean u...
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Cai, Jiang, Song, Xie: Pay for performance schemes and manufacturing ...
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Bootstrap inference for the finite population mean under complex sampling designs
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Are deficits free?
Johannes Brumm, Xiangyu Feng, Laurence Kotlikoff, Felix Kubler 20220610
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Pay for performance schemes and manufacturing worker productivity: Evidence from a kinked design in China
Xiqian Cai, Wei Jiang, Hong Song, Huihua Xie 20220610
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