Unexplained factors and their effects on second pass image-squared's
Year of publication: |
November 2015
|
---|---|
Authors: | Kleibergen, Frank ; Zhang, Zhaoguo |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 189.2015, 1, p. 101-116
|
Subject: | Fama-MacBeth two pass procedure | Factor pricing | Stochastic discount factors | Weak identification | (Non-standard) Large sample distribution | Principal components | Theorie | Theory | Diskontierung | Discounting | CAPM | Faktorenanalyse | Factor analysis |
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