A semiparametric single index model with heterogeneous impacts on an unobserved variable
Jiyon Lee
| Year of publication: |
2015
|
|---|---|
| Authors: | Lee, Jiyon |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 184.2015, 1, p. 13-36
|
| Subject: | Semiparametric least squares | Capital asset pricing | Single index | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | CAPM |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011326821