Generalized aggregation of misspecified models : with an application to asset pricing
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 | Modellierung | Scientific modelling | Entropie | Aggregation | Schätztheorie | Estimation theory | Schätzung | Estimation |
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