Efficient semiparametric estimation of the Fama-French model and extensions
by Gregory Connor, Matthias Hagmann and Oliver Linton
| Year of publication: |
2012
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|---|---|
| Authors: | Connor, Gregory ; Hagmann, Matthias ; Linton, Oliver |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 80.2012, 2, p. 713-754
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| Subject: | Kapitaleinkommen | Capital income | CAPM | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | Theorie | Theory | USA | United States | 1970-2007 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009534943