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      Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches

      Review of Financial Studies
      Oxford University Press (OUP)

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          Risk, Return, and Equilibrium: Empirical Tests

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            Estimating long-run relationships from dynamic heterogeneous panels

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              Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

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                Author and article information

                Journal
                Review of Financial Studies
                Rev. Financ. Stud.
                Oxford University Press (OUP)
                0893-9454
                1465-7368
                December 17 2008
                January 03 2009
                : 22
                : 1
                : 435-480
                Article
                10.1093/rfs/hhn053
                56678fa3-adf3-4cec-bfa3-5c2589ac5ac4
                © 2008
                History

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