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Previous articleNext article No AccessThe Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago EconomicsKeeping the ECON in Econometrics: (Micro-)Econometrics in the Journal of Political EconomyStephane Bonhomme and Azeem M. ShaikhStephane BonhommeUniversity of Chicago Search for more articles by this author and Azeem M. ShaikhUniversity of Chicago Search for more articles by this author PDFPDF PLUSFull Text Add to favoritesDownload CitationTrack CitationsPermissionsReprints Share onFacebookTwitterLinkedInRedditEmail SectionsMoreDetailsFiguresReferencesCited by Journal of Political Economy Volume 125, Number 6December 2017 Article DOIhttps://doi.org/10.1086/694620 Views: 1711Total views on this site Citations: 4Citations are reported from Crossref © 2017 by The University of Chicago. All rights reserved.PDF download Crossref reports the following articles citing this article:Gaetan Bakalli, Stéphane Guerrier, Olivier Scaillet A penalized two-pass regression to predict stock returns with time-varying risk premia, Journal of Econometrics 201 (Jan 2023).https://doi.org/10.1016/j.jeconom.2022.12.004LAURENT BARRAS, PATRICK GAGLIARDINI, OLIVIER SCAILLET Skill, Scale, and Value Creation in the Mutual Fund Industry, The Journal of Finance 29 (Nov 2021).https://doi.org/10.1111/jofi.13096Gaetan Bakalli, Stéphane Guerrier, Olivier Scaillet A penalized two-pass regression to predict stock returns with time-varying risk premia, SSRN Electronic Journal 201 (Jan 2021).https://doi.org/10.2139/ssrn.3777215Laurent Barras, Patrick Gagliardini, Olivier Scaillet The Cross-Sectional Distribution of Fund Skill Measures, SSRN Electronic Journal (Jan 2018).https://doi.org/10.2139/ssrn.3269995

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