A weighted Fama-MacBeth two-step panel regression procedure
Ho-Jung Yoon and Kyuseok Lee
| Year of publication: |
2019
|
|---|---|
| Authors: | Yoon, Ho-Jung ; Lee, Kyuseok |
| Subject: | efficiency | Fama-MacBeth regression | power | simulation | Regressionsanalyse | Regression analysis | Simulation | Panel | Panel study | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2018.1489492 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012204306