Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP published as Raymond Kan & Cesare Robotti & Jay Shanken, 2013. "Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology," Journal of Finance, American Finance Association, vol. 68(6), pages 2617-2649, December. Number 15047 |
Classification: | C1 - Econometric and Statistical Methods: General ; C12 - Hypothesis Testing ; C13 - Estimation ; C4 - Econometric and Statistical Methods: Special Topics ; C52 - Model Evaluation and Testing ; G12 - Asset Pricing |
Source: |
Persistent link: https://www.econbiz.de/10005025630