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correct specification
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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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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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3
Correct
Specification
and Identification of Nonparametric Transformation Models
Chiappori, Pierre-Andre
;
Komunjer, Ivana
-
Department of Economics, University of California-San …
-
2008
specified, and (ii) identified. Our
correct
specification
conditions come in a form of partial differential equations; when …
Persistent link: https://www.econbiz.de/10010817519
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