Generalized aggregation of misspecified models : with an application to asset pricing
Nikolay Gospodinov, Esfandiar Maasoumi
| Year of publication: |
2021
|
|---|---|
| Authors: | Gospodinov, Nikolaj ; Maasoumi, Esfandiar |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 222.2021, 1,2, p. 451-467
|
| Subject: | Asset pricing | Entropy | Hellinger distance | Misspecified models | Model aggregation | Oracle bounds | CAPM | Schätzung | Estimation | Aggregation | Entropie | Schätztheorie | Estimation theory | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.07.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012619705