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Search: subject:"Sparse alternatives"
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CAPM
5
Estimation theory
5
Schätztheorie
5
Sparse alternatives
5
Statistical test
4
Statistischer Test
4
Cross-section analysis
2
Estimation
2
Factor analysis
2
Faktorenanalyse
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High dimensionality
2
Portfolio selection
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Portfolio-Management
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Querschnittsanalyse
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Schätzung
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Aktienmarkt
1
Alpha tests
1
Bahadur efficiency
1
Capital income
1
Capital market theory
1
Conditional factor model
1
Correlation
1
Cross-sectional dependence
1
Factor pricing model
1
Financial market
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Finanzmarkt
1
Fisher’s method
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High-dimensional hypothesis testing
1
High-dimensional intercepts
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Kapitaleinkommen
1
Kapitalmarkttheorie
1
Korrelation
1
Linear factor pricing model
1
Multi-factor pricing models
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Power enhancement
1
Securities in stock markets
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Spline estimator
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English
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Feng, Long
2
Yao, Jiawei
2
Bao, Jigang
1
Fan, Jianqing
1
Lan, Wei
1
Liao, Yuan
1
Liu, Binghui
1
Ma, Huifang
1
Ma, Yanyuan
1
Wang, Zhaojun
1
Xia, Qiang
1
Xue, Lingzhou
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Yu, Xiufan
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
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Power enhancement for testing multi-factor asset pricing models via Fisher's method
Yu, Xiufan
;
Yao, Jiawei
;
Xue, Lingzhou
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10015074451
Saved in:
2
Adaptive testing for alphas in high-dimensional factor pricing models
Xia, Qiang
;
Zhang, Xianyang
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 640-653
Persistent link: https://www.econbiz.de/10015053435
Saved in:
3
Adaptive testing for alphas in conditional factor models with high dimensional assets
Ma, Huifang
;
Feng, Long
;
Wang, Zhaojun
;
Bao, Jigang
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
4
,
pp. 1356-1366
Persistent link: https://www.econbiz.de/10015533794
Saved in:
4
High-dimensional test for alpha in linear factor pricing models with
sparse
alternatives
Feng, Long
;
Lan, Wei
;
Liu, Binghui
;
Ma, Yanyuan
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 152-175
Persistent link: https://www.econbiz.de/10013441842
Saved in:
5
Power enhancement in high-dimensional cross-sectional tests
Fan, Jianqing
;
Liao, Yuan
;
Yao, Jiawei
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
4
,
pp. 1497-1541
Persistent link: https://www.econbiz.de/10011405086
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