Optimal instrumental variables generators based on improved Hausman regression, with an application to hedge fund returns
Year of publication: |
2010
|
---|---|
Authors: | Racicot, François-Éric ; Théoret, Raymond |
Published in: |
The journal of wealth management. - New York, NY : Pageant Media Ltd., ISSN 1534-7524, ZDB-ID 2090078-8. - Vol. 13.2010, 1, p. 103-123
|
Subject: | Theorie | Theory | Hedgefonds | Hedge fund | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis |
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