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Identification-robust estimation and testing of the zero-beta CAPM
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
-
Centre Interuniversitaire de Recherche en Analyse des …
-
2011
bounds. Furthermore, we study the invariance to
portfolio
repacking
property for tests and confidence sets proposed. The …
Persistent link: https://www.econbiz.de/10008835415
Saved in:
2
Identification-robust estimation and testing of the zero-beta CAPM
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
The review of economic studies
80
(
2013
)
3
,
pp. 892-924
Persistent link: https://www.econbiz.de/10010204244
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