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 |
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