Rolling Regression Analysis of the Pástor-Stambaugh Model: Evidence from Robust Instrumental Variables
Crossref DOI link: https://doi.org/10.1007/s11294-016-9620-x
Published Online: 2016-11-22
Published Print: 2017-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Racicot, François-Éric
Rentz, William F.
Kahl, Alfred L.
License valid from 2016-11-22