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  • Search: subject:"correct specification"
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Year of publication
Subject
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Hausman tests 2 correct specification 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 Nonparametric methods 1 Ramsey's RESET 1 Ramsey’s RESET 1 Schätztheorie 1 consistent standard errors 1 endogeneity 1 identification 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
All
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 Undetermined 1
Author
All
Allen, David E. 2 McAleer, Michael 2 Chiappori, Pierre-Andre 1 Komunjer, Ivana 1
Institution
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Department of Economics, University of California-San Diego (UCSD) 1
Published in...
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Annals of financial economics 1 Econometric Institute research papers 1 University of California at San Diego, Economics Working Paper Series 1
Source
All
ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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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Cover Image
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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