A Neyman-orthogonal moment estimator with adjusted nonparametric fixed effects achieves root-NT asymptotic normality for common parameters in two-way heterogeneous panel models.
Fama and Kenneth R
3 Pith papers cite this work. Polarity classification is still indexing.
3
Pith papers citing it
years
2026 3verdicts
UNVERDICTED 3representative citing papers
A multi-agent LLM equity system produces statistically significant outperformance on S&P 500 stocks, with strong-buy portfolios returning +2.18% monthly versus +1.15% for the equal-weight benchmark over 19 months.
Adaptive specification search in financial machine learning produces statistically significant backtests even when no predictability exists, and a new audit using synthetic null environments plus an absolute magnitude gap can detect and quantify such spurious results.
citing papers explorer
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Inference on Linear Regressions with Two-Way Unobserved Heterogeneity
A Neyman-orthogonal moment estimator with adjusted nonparametric fixed effects achieves root-NT asymptotic normality for common parameters in two-way heterogeneous panel models.
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Signal or Noise in Multi-Agent LLM-based Stock Recommendations?
A multi-agent LLM equity system produces statistically significant outperformance on S&P 500 stocks, with strong-buy portfolios returning +2.18% monthly versus +1.15% for the equal-weight benchmark over 19 months.
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Spurious Predictability in Financial Machine Learning
Adaptive specification search in financial machine learning produces statistically significant backtests even when no predictability exists, and a new audit using synthetic null environments plus an absolute magnitude gap can detect and quantify such spurious results.