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  • Search: subject:"Consistent standard errors"
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Year of publication
Subject
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Hausman tests 2 CAPM 1 Consistent standard errors 1 Correct specification 1 Endogeneity 1 Estimation theory 1 Fama-French Factors 1 Fama-French factors 1 France 1 Frankreich 1 Ramsey's RESET 1 Ramsey’s RESET 1 Schätztheorie 1 consistent standard errors 1 correct specification 1 endogeneity 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
All
Allen, David E. 2 McAleer, Michael 2
Published in...
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Annals of financial economics 1 Econometric Institute research papers 1
Source
All
ECONIS (ZBW) 2
Showing 1 - 2 of 2
Cover Image
Drawbacks in the 3-factor approach of fama and French (2018)
Allen, David E.; McAleer, Michael - In: Annals of financial economics 18 (2023) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10014442370
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Cover Image
Drawbacks in the 3-factor approach of Fama and French : (2018)
Allen, David E.; McAleer, Michael - 2019
Persistent link: https://www.econbiz.de/10012149751
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