A note on the asymptotic covariance in Fama-MacBeth regression
Year of publication: |
1998
|
---|---|
Authors: | Jagannathan, Ravi |
Other Persons: | Wang, Zhenyu (contributor) |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 53.1998, 2, p. 799-801
|
Subject: | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
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