共 50 条
- [2] TIME-VARYING RISK PREMIUM IN LARGE CROSS-SECTIONAL EQUITY DATA SETS [J]. ECONOMETRICA, 2016, 84 (03) : 985 - 1046
- [8] Model-Based clustering for cross-sectional time series data [J]. Journal of Agricultural, Biological, and Environmental Statistics, 2002, 7 : 107 - 127
- [9] Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models [J]. STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, 2022, 26 (01): : 1 - 24