A Note on the Asymptotic Covariance in Fama-MacBeth Regression
| Year of publication: |
1998
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|---|---|
| Authors: | Jagannathan, Ravi ; Wang, Zhenyu |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 53.1998, 2, p. 799-802
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