Two-Pass Cross-Sectional Regression of Factor Pricing Models : A Minimum Distance Approach
Year of publication: |
2011
|
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Authors: | Ahn, Seung C. |
Other Persons: | Gadarowski, Christopher (contributor) ; Perez, Marcos Fabricio (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | CAPM | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (48 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments Octuber 31, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1518086 [DOI] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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