Unexplained factors and their effects on second pass image-squared's
Frank Kleibergen, Zhaoguo Zhan
| Year of publication: |
November 2015
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|---|---|
| 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
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| Subject: | Fama-MacBeth two pass procedure | Factor pricing | Stochastic discount factors | Weak identification | (Non-standard) Large sample distribution | Principal components | Theorie | Theory | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2014.11.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011502495