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  • Search: subject:"linear factor"
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Year of publication
Subject
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Linear factor models 19 CAPM 18 Theorie 13 Theory 13 linear factor models 13 Capital income 12 Kapitaleinkommen 12 Portfolio selection 11 Portfolio-Management 11 Factor analysis 10 Faktorenanalyse 10 linear factor model 9 economic geography 8 enterprise zones 8 policy evaluation 8 synthetic controls 8 Bayes-Statistik 6 Bayesian estimation 6 Economic geography 6 Estimation theory 6 Schätztheorie 6 Bayesian inference 5 Impact assessment 5 Statistical test 5 Statistischer Test 5 Stochastic volatility 5 Wirkungsanalyse 5 Estimation 4 GARCH effect 4 Linear factor model 4 REIT returns 4 Risikoprämie 4 Risk premium 4 Schätzung 4 Volatilität 4 excess stock returns 4 Enterprise zones 3 Großbritannien 3 Policy evaluation 3 Regional policy 3
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Online availability
All
Free 27 Undetermined 26
Type of publication
All
Article 31 Book / Working Paper 28 Other 2
Type of publication (narrower categories)
All
Article in journal 20 Aufsatz in Zeitschrift 20 Working Paper 12 Arbeitspapier 7 Graue Literatur 7 Non-commercial literature 7
Language
All
English 39 Undetermined 22
Author
All
Gobillon, Laurent 11 Magnac, Thierry 11 Guidolin, Massimo 6 Ravazzolo, Francesco 6 Tortora, Andrea Donato 5 Du, Xiaodong 4 Fletcher, Jonathan 4 Hennessy, David A. 4 Tepe, Fatma Sine 4 Satchell, Stephen 3 Ben-Michael, Eli 2 Dai, Xianhua 2 Feller, Avi 2 Feng, Long 2 González-Urteaga, Ana 2 Heckman, James J. 2 Hwang, Soosung 2 Liu, Binghui 2 Ma, Yanyuan 2 O'Connell, Michael 2 Roussanov, Nikolai 2 Rubio, Gonzalo 2 Sentana, Enrique 2 Sun, Liyang 2 Zhang, Jessica 2 Ahn, Seung Chan 1 Boeck, Paul 1 Borri, Nicola 1 Burmeister, E. 1 Calantone, Roger J. 1 Chernov, Mikhail 1 Constantinides, George M. 1 Dolan, Conor 1 Gadarowski, Christopher 1 Grasman, Raoul 1 Halpin, Peter 1 Handa, Puneet 1 Jackwerth, Jens Carsten 1 Klieber, Karin 1 Knight, John 1
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Institution
All
Agricultural and Applied Economics Association - AAEA 1 Birkbeck, Department of Economics, Mathematics & Statistics 1 C.E.P.R. Discussion Papers 1 CESifo 1 Center for Agricultural and Rural Development (CARD), Iowa State University 1 Centro de Estudios Monetarios y Financieros (CEMFI) 1 Ehrvervøkonomisk Institut, Institut for Økonomi 1 Fachbereich Wirtschaftswissenschaften, Universität Konstanz 1 Faculty of Economics, University of Cambridge 1 Finance Discipline Group, Business School 1 HAL 1 Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) 1 Institute for the Study of Labor (IZA) 1 Midwest Agribusiness Trade Research and Information Center (MATRIC), Iowa State University 1 Norges Bank 1 Toulouse School of Economics (TSE) 1
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Published in...
All
Discussion paper / Centre for Economic Policy Research 2 Finance research letters 2 IZA Discussion Papers 2 Journal of financial economics 2 Psychometrika 2 The European journal of finance 2 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 1 Birkbeck Working Papers in Economics and Finance 1 Birkbeck working papers in economics and finance : BWPEF 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CEPR Discussion Papers 1 CESifo Working Paper 1 CESifo Working Paper Series 1 CESifo working papers 1 Cambridge Working Papers in Economics 1 Center for Agricultural and Rural Development (CARD) Publications 1 Cowles Foundation discussion paper 1 Discussion paper series / IZA 1 Economic Modelling 1 Economic modelling 1 Economics Letters 1 Finance : revue de l'Association Française de Finance 1 Finance Working Papers 1 IDEI Working Papers 1 International Journal of Financial Markets and Derivatives 1 Journal of Financial Economics 1 Journal of Financial Services Research 1 Journal of banking & finance 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of econometrics 1 Journal of economic dynamics & control 1 Journal of economic studies 1 Journal of empirical finance 1 Journal of financial and quantitative analysis : JFQA 1 Journal of financial econometrics 1 Journal of the Academy of Marketing Science 1 Manchester Business School Working Paper 1 Midwest Agribusiness Trade Research and Information Center (MATRIC) Publications 1 Research Paper Series / Finance Discipline Group, Business School 1 TSE Working Papers 1
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Source
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ECONIS (ZBW) 27 RePEc 26 EconStor 5 BASE 3
Showing 11 - 20 of 61
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Model comparison tests of linear factor models in U.K. stock returns
Fletcher, Jonathan - In: Finance research letters 28 (2019), pp. 281-291
Persistent link: https://www.econbiz.de/10012388326
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How many factors are important in U.K. stock returns?
Fletcher, Jonathan - In: The European journal of finance 25 (2019) 13, pp. 1234-1249
Persistent link: https://www.econbiz.de/10012207080
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Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Control
Gobillon, Laurent; Magnac, Thierry - 2014
In this paper, we investigate the use of interactive effect or linear factor models in regional policy evaluation. We …
Persistent link: https://www.econbiz.de/10010435770
Saved in:
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Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Control
Gobillon, Laurent; Magnac, Thierry - CESifo - 2014
In this paper, we investigate the use of interactive effect or linear factor models in regional policy evaluation. We …
Persistent link: https://www.econbiz.de/10011082836
Saved in:
Cover Image
Regional policy evaluation : interactive fixed effects and synthetic control
Gobillon, Laurent; Magnac, Thierry - 2014
In this paper, we investigate the use of interactive effect or linear factor models in regional policy evaluation. We …
Persistent link: https://www.econbiz.de/10010434019
Saved in:
Cover Image
Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Controls
Gobillon, Laurent; Magnac, Thierry - 2013
In this paper, we investigate the use of interactive effect or linear factor models in regional policy evaluation. We …
Persistent link: https://www.econbiz.de/10010319491
Saved in:
Cover Image
Regional Policy Evaluation:Interactive Fixed Effects and Synthetic Controls
Gobillon, Laurent; Magnac, Thierry - Toulouse School of Economics (TSE) - 2013
In this paper, we investigate the use of interactive effect or linear factor models in regional policy evaluation. We …
Persistent link: https://www.econbiz.de/10011240617
Saved in:
Cover Image
Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Controls
Gobillon, Laurent; Magnac, Thierry - HAL - 2013
In this paper, we investigate the use of interactive e¤ect or linear factor models in regional policy evaluation. We …
Persistent link: https://www.econbiz.de/10010738798
Saved in:
Cover Image
Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Controls
Gobillon, Laurent; Magnac, Thierry - Institute for the Study of Labor (IZA) - 2013
In this paper, we investigate the use of interactive effect or linear factor models in regional policy evaluation. We …
Persistent link: https://www.econbiz.de/10010884250
Saved in:
Cover Image
Regional Policy Evaluation:Interactive Fixed Effects and Synthetic Controls
Gobillon, Laurent; Magnac, Thierry - Institut d'Économie Industrielle (IDEI), Toulouse … - 2013
In this paper, we investigate the use of interactive effect or linear factor models in regional policy evaluation. We …
Persistent link: https://www.econbiz.de/10010852323
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