Identification and inference in two-pass asset pricing models
Lynda Khalaf, Huntley Schaller
| Year of publication: |
September 2016
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|---|---|
| Authors: | Khalaf, Lynda ; Schaller, Huntley |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 70.2016, p. 165-177
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| Subject: | Cross-sectional asset pricing inference | Fama-MacBeth | Weak identification | Reduced rank beta | CAPM | Fama-French factors | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference | Betafaktor | Beta risk | Kapitaleinkommen | Capital income | Querschnittsanalyse | Cross-section analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2016.07.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011708673