Individual and time effects in nonlinear panel models with large N , T
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DOI: 10.1920/wp.cem.2014.3214
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- Rafaela Dezidério dos Santos Rocha & Márcio Laurini, 2023. "Factor Sufficiency in Asset Pricing: An Application for the Brazilian Market," IJFS, MDPI, vol. 11(4), pages 1-31, December.
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