Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Year of publication: |
Febr. 2005
|
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Other Persons: | Kapetanios, George (contributor) ; Pesaran, M. Hashem (contributor) |
Publisher: |
München : CESifo |
Subject: | Panel | Panel study | Schätztheorie | Estimation theory | Faktorenanalyse | Factor analysis | Stichprobenerhebung | Sampling | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | Theorie | Theory | Welt | World |
Extent: | Online-Ressource, 36 p. = 203 KB, text |
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Series: | CESifo working papers. - München : [Verlag nicht ermittelbar], ISSN 2364-1428, ZDB-ID 2065232-X. - Vol. 1416 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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