On the robustness of goodness-of-fit criteria for factor identification : simulation and some Korean evidence
Year of publication: |
1992
|
---|---|
Authors: | Yi, Sang-bin |
Other Persons: | Yoo, Tae-yol (contributor) |
Published in: |
Quarterly journal of business and economics : QJBE. - Lincoln, Neb. : College of Business Administration, ISSN 0747-5535, ZDB-ID 859563-X. - Vol. 31.1992, 4, p. 18-40
|
Subject: | Kapitaleinkommen | Capital income | CAPM | Schätztheorie | Estimation theory | Simulation | Theorie | Theory | Südkorea | South Korea | 1985-1988 |
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