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subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~person:"Racicot, François-Éric"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
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Zeitreihenanalyse
Estimation theory
Kapitaleinkommen
GMM
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asset pricing models
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Racicot, François-Éric
Zuehlke, Thomas William
4
Kim, Jong-Min
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Engineering robust instruments for GMM estimation of panel data regression models with errors in variables : a note
Racicot, François-Éric
- In:
Applied economics
47
(
2015
)
10/12
,
pp. 981-989
Persistent link: https://www.econbiz.de/10010486348
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2
Cumulant instrument estimators for hedge fund return models with errors in variables
Racicot, François-Éric
;
Théoret, Raymond
- In:
Applied economics
46
(
2014
)
10/12
,
pp. 1134-1149
Persistent link: https://www.econbiz.de/10010399380
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