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
Kommentar zu:
Kommentar zu:
Zaffaroni, Paolo *1967-*. Comment on: identification robust testing of risk premia in finite samples, 2023
Kommentar zu:
Peñaranda, Francisco *1974-*. Discussion of identification robust testing of risk premia in finite samples, 2023
Persistent link: https://www.econbiz.de/10014314746