Robust two-pass cross-sectional regressions : a minimum distance approach
Year of publication: |
2012
|
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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 |
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