Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling asset returns
George Kapetanios and M. Hashem Pesaran
| Year of publication: |
2007
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|---|---|
| Authors: | Kapetanios, George ; Pesaran, M. Hashem |
| Published in: |
The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis. - Cambridge, Mass.[u.a.] : Cambridge Univ. Press, ISBN 0-521-87053-4. - 2007, p. 239-281
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| Subject: | Schätztheorie | Estimation theory | Panel | Panel study | Schätzung | Estimation | Stichprobenerhebung | Sampling | Faktorenanalyse | Factor analysis | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003461881