Robust two-pass cross-sectional regressions : a minimum distance approach
Seung C. Ahn; Christopher Gadarowski; M. Fabricio Perez
| Year of publication: |
2012
|
|---|---|
| Authors: | Ahn, Seung Chan ; Gadarowski, Christopher ; Perez, M. Fabricio |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 10.2012, 4, p. 669-701
|
| Subject: | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Querschnittsanalyse | Cross-section analysis | Robustes Verfahren | Robust statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009671891