Identification robust testing of risk premia in finite samples
Frank Kleibergen, Lingwei Kong and Zhaoguo Zhan
| Year of publication: |
2023
|
|---|---|
| Authors: | Kleibergen, Frank ; Kong, Lingwei ; Zhan, Zhaoguo |
| Subject: | asset pricing | finite samples | identification robust inference | risk premia | Risikoprämie | Risk premium | Schätztheorie | Estimation theory | CAPM | Robustes Verfahren | Robust statistics | Stichprobenerhebung | Sampling | Statistischer Test | Statistical test |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbac010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014314742