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Selecting copulas for risk management, , and . Journal of Banking & Finance, 31 (8): 2405--2423 (August 2007)Alternative transformations to eliminate fixed effects. Econometric Reviews, 14 (2): 205--211 (1995)Cross-sectional learning and short-run persistence in mutual fund performance, and . Journal of Banking & Finance, 31 (3): 973--997 (March 2007)The efficiency of rotating-panel designs in an analysis-of-variance model, , and . Journal of Econometrics, 49 (3): 373--399 (September 1991)Missing measurements in econometric models with no auxiliary relations. Economics Letters, 43 (2): 125--128 (1993)Eliminating look-ahead bias in evaluating persistence in mutual fund performance, , and . Journal of Empirical Finance, 8 (4): 345--373 (September 2001)An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence, and . Journal of Empirical Finance, 6 (3): 243--265 (September 1999)Two-step estimation of panel data models with censored endogenous variables and selection bias, and . Journal of Econometrics, 90 (2): 239--263 (June 1999)Hedge Fund Flows and Performance Streaks: How Investors Weigh Information., and . Manag. Sci., 68 (6): 4151-4172 (2022)Pseudo-Panels and Repeated Cross-Sections. The Econometrics of Panel Data, volume 46 of Advanced Studies in Theoretical and Applied Econometrics, Springer Berlin Heidelberg, 10.1007/978-3-540-75892-1_11.(2008)