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person:"Pesaran, M. Hashem"
subject:"Kapitaleinkommen"
~person:"Becchetti, Leonardo"
~subject:"Structural break"
~type_genre:"Aufsatz im Buch"
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Kapitaleinkommen
Structural break
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Pesaran, M. Hashem
Becchetti, Leonardo
Kao, Tzu-Chuan
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Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
1
The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
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ECONIS (ZBW)
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Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling asset returns
Kapetanios, George
;
Pesaran, M. Hashem
- In:
The refinement of econometric estimation and test …
,
(pp. 239-281)
.
2007
Persistent link: https://www.econbiz.de/10003461881
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2
Do stock market anomalies disappear?: The example of small size and market-to-book premia at the London stock exchange
Becchetti, Leonardo
;
Cavallo, Laura
- In:
Financial modelling : with 74 tables : [a selection of …
,
(pp. 13-29)
.
2000
Persistent link: https://www.econbiz.de/10001484936
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