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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Mimicking portfolios, economic risk premia, and tests of multi-beta models
Balduzzi, Pierluigi
;
Robotti, Cesare
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
3
,
pp. 354-368
Persistent link: https://www.econbiz.de/10003754195
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2
Further results on the limiting distribution of GMM sample moment conditions
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 494-504
Persistent link: https://www.econbiz.de/10009667053
Saved in:
3
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models
Balduzzi, Pierluigi
;
Robotti, Cesare
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
3
,
pp. 354-368
Persistent link: https://www.econbiz.de/10008220948
Saved in:
4
Further Results on the Limiting Distribution of GMM Sample Moment Conditions
Gospodinov, Nikolay
;
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 494-505
Persistent link: https://www.econbiz.de/10010033527
Saved in:
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