Bimodal t-ratios: the impact of thick tails on inference
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- Alexis Akira Toda & Kieran James Walsh, 2017.
"Fat tails and spurious estimation of consumption‐based asset pricing models,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 32(6), pages 1156-1177, September.
- Toda, Alexis Akira & Walsh, Kieran James, 2016. "Fat Tails and Spurious Estimation of Consumption-Based Asset Pricing Models," MPRA Paper 78980, University Library of Munich, Germany.
- Toda, Alexis Akira & Walsh, Kieran James, 2017. "Fat tails and spurious estimation of consumption-based asset pricing models," University of California at San Diego, Economics Working Paper Series qt8df3x7gw, Department of Economics, UC San Diego.
- Kurz-Kim, Jeong-Ryeol & Loretan, Mico, 2014. "On the properties of the coefficient of determination in regression models with infinite variance variables," Journal of Econometrics, Elsevier, vol. 181(1), pages 15-24.
- Alexis Akira Toda & Kieran Walsh, 2015. "The Double Power Law in Consumption and Implications for Testing Euler Equations," Journal of Political Economy, University of Chicago Press, vol. 123(5), pages 1177-1200.
- Klein, Torsten L., 2014. "Communicating quantitative information: tables vs graphs," MPRA Paper 60514, University Library of Munich, Germany.
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