Schmid, Frank A. (contributor) - 2003 - [Elektronische Ressource]
Federal Reserve Bank of St. Louis
411 Locust Street
St. Louis, MO 63102, U.S.A.
Tel.: 314-444-8804
Fax: 314-444-8731
E … semiparametric model:
(11) ()
tt
yxf
t
β ε=⋅+ +
t
z .
In model (11), the scalar
t
x ⎯ the parametric component of model (11 … on the dependent variable. But, like the semi-parametric model, the influences of
the market excess return,
t
x , and …