Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Zongwu Cai, Ying Fang, Qiuhua Xu
| Year of publication: |
2022
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|---|---|
| Authors: | Cai, Zongwu ; Fang, Ying ; Xu, Qiuhua |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 227.2022, 1, p. 114-133
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| Subject: | Cross-sectional dependence | Functional coefficients | Local linear estimation | Nonlinear panel data models | Nonparametric test | Panel | Panel study | CAPM | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.07.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013441628