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Search: subject:"robust instruments"
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Method of moments
6
Momentenmethode
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robust instruments
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GMM
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4
IV-Schätzung
4
Instrumental variables
4
Robust statistics
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Robustes Verfahren
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Fama-French five-factor model
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Pástor-Stambaugh model
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illiquidity
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Business cycle
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Business cycles
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Capital income
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Estimation theory
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Fama-French (2015) five factors
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Fama-French model
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Financial analysis
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Hedge fund
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Industry classification
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Kalman filter
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Kapitaleinkommen
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English
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Racicot, François-Éric
6
Rentz, William F.
6
Chung, Dennis Y.
1
Hrazdil, Karel
1
Kahl, Alfred L,
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Li, Xin
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Théoret, Raymond
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Applied economics letters
3
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Finance : revue de l'Association Française de Finance
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
The journal of asset management
1
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ECONIS (ZBW)
7
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Does illiquidity matter? : an errors-in-variables perspective
Racicot, François-Éric
;
Rentz, William F.
- In:
Estudios de economía aplicada : revista promovida por …
36
(
2018
)
1
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011972726
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2
Testing the new Fama and French factors with illiquidity : a panel data investigation
Racicot, François-Éric
;
Rentz, William F.
;
Théoret, …
- In:
Finance : revue de l'Association Française de Finance
39
(
2018
)
3
,
pp. 45-102
Persistent link: https://www.econbiz.de/10012025798
Saved in:
3
A panel data robust instrumental variable approach : a test of the new Fama-French five-factor model
Racicot, François-Éric
;
Rentz, William F.
- In:
Applied economics letters
24
(
2017
)
4/6
,
pp. 410-416
Persistent link: https://www.econbiz.de/10011705366
Saved in:
4
The effect of industry classification on analyst following and the properties of their earnings forecasts
Chung, Dennis Y.
;
Hrazdil, Karel
;
Li, Xin
- In:
Applied economics letters
24
(
2017
)
4/6
,
pp. 417-421
Persistent link: https://www.econbiz.de/10011705371
Saved in:
5
Rolling regression analysis of the Pástor-Stambaugh model : evidence from robust instrumental variables
Racicot, François-Éric
;
Rentz, William F.
;
Kahl, Alfred L,
- In:
International advances in economic research : IAER ; an …
23
(
2017
)
1
,
pp. 75-90
Persistent link: https://www.econbiz.de/10011944468
Saved in:
6
Testing Fama-French's new five-factor asset pricing model : evidence from
robust
instruments
Racicot, François-Éric
;
Rentz, William F.
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 444-448
Persistent link: https://www.econbiz.de/10011430774
Saved in:
7
The Pástor-Stambaugh empirical model revisited : evidence from
robust
instruments
Racicot, François-Éric
;
Rentz, William F.
- In:
The journal of asset management
16
(
2015
)
5
,
pp. 329-341
Persistent link: https://www.econbiz.de/10011416607
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