A cross-sectional asset pricing test with more power : an instrumental variable approach
Jungshik Hur
| Year of publication: |
2024
|
|---|---|
| Authors: | Hur, Jungshik |
| Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4. - New Jersey : World Scientific, ISBN 978-981-12-6325-5. - 2024, p. 3547-3581
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| Subject: | Fama-MacBeth regression | Statistical power of test | Endogeneity | Bias of the estimated betas | Instrumental variable | Size variable | IV-Schätzung | Instrumental variables | CAPM | Schätzung | Estimation | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis | Systematischer Fehler | Bias | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0108 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015050153