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~institution:"Université de Montréal / Département de sciences économiques"
~subject:"Schätzung"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Schätzung
Statistical test
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Statistischer Test
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Theorie
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Theory
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CAPM
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1926-1995
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Estimation
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Estimation theory
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IV-Schätzung
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Induktive Statistik
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Instrumental variables
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Multiple Regression
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Multiple regression
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Schätztheorie
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Beaulieu, Marie-Christine
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Dufour, Jean-Marie
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Université de Montréal / Département de sciences économiques
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Business Information Centre <Toronto>
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National Bureau of Economic Research
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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State University of New York at Albany / Department of Economics
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Testing mean-variance efficiency in CAPM with possibly non-Gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Christine
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947329
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