Rejoinder on: 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 |
| Other Persons: | Khalaf, Lynda (contributor) ; Zaffaroni, Paolo (contributor) ; Peñaranda, Francisco (contributor) |
| Subject: | Risikoprämie | Risk premium | Robustes Verfahren | Robust statistics | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Stichprobenerhebung | Sampling |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbac009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014314746