Discussion of identification robust testing of risk premia in finite samples
Year of publication: |
2023
|
---|---|
Authors: | Peñaranda, Francisco |
Other Persons: | Kleibergen, Frank (contributor) ; Kong, Lingwei (contributor) ; Zhan, Zhaoguo (contributor) |
Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 21.2023, 2, p. 306-310
|
Subject: | Risikoprämie | Risk premium | Robustes Verfahren | Robust statistics | Statistischer Test | Statistical test | Stichprobenerhebung | Sampling | Schätztheorie | Estimation theory |
-
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda, (2023)
-
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo, (2023)
-
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank, (2023)
- More ...
-
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank, (2023)
-
Identification robust testing of risk premia in finite samples
Kleibergen, Frank, (2023)
-
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda, (2023)
- More ...