Efficient two-step estimation via targeting
Year of publication: |
December 2017
|
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Authors: | Frazier, David T. ; Renault, Eric |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 201.2017, 2, p. 212-227
|
Subject: | Targeting | Penalization | Multivariate time series models | Asset pricing | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | CAPM |
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