Efficient semiparametric estimation of the Fama-French model and extensions
Year of publication: |
2012
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Authors: | Connor, Gregory ; Hagmann, Matthias ; Linton, Oliver |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 80.2012, 2, p. 713-754
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Subject: | Kapitaleinkommen | Capital income | CAPM | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | Theorie | Theory | USA | United States | 1970-2007 |
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