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Cattaneo, Matias D.
Klaus, Bettina
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Beta-sorted portfolios
Cattaneo, Matias D.
;
Crump, Richard K.
;
Wang, Weining
-
2023
consistency
and asymptotic normality along with new uniform inference procedures allowing for uncertainty quantification and …
Persistent link: https://www.econbiz.de/10014480362
Saved in:
2
Beta-sorted portfolios
Cattaneo, Matias D.
;
Crump, Richard K.
;
Wang, Weining
-
2023
consistency
and asymptotic normality along with new uniform inference procedures allowing for uncertainty quantification and …
Persistent link: https://www.econbiz.de/10014480562
Saved in:
3
Characteristic-sorted portfolios: Estimation and inference
Cattaneo, Matias D.
;
Crump, Richard K.
;
Farrell, Max H.
; …
-
2016
sorting estimator is consistent and asymptotically normal, and we also establish
consistency
of both the Fama-MacBeth variance …
Persistent link: https://www.econbiz.de/10011538018
Saved in:
4
Characteristic-sorted portfolios : estimation and inference
Cattaneo, Matias D.
;
Crump, Richard K.
;
Farrell, Max H.
; …
-
2016
sorting estimator is consistent and asymptotically normal, and we also establish
consistency
of both the Fama-MacBeth variance …
Persistent link: https://www.econbiz.de/10011523775
Saved in:
5
Characteristic-sorted portfolios : estimation and inference
Cattaneo, Matias D.
;
Crump, Richard K.
;
Farrell, Max H.
; …
- In:
The review of economics and statistics
102
(
2020
)
3
,
pp. 531-551
Persistent link: https://www.econbiz.de/10012499792
Saved in:
6
Beta-sorted portfolios
Cattaneo, Matias D.
;
Crump, Richard K.
;
Wang, Weining
-
2023
consistency
and asymptotic normality along with new uniform inference procedures allowing for uncertainty quantification and …
Persistent link: https://www.econbiz.de/10014330367
Saved in:
7
Beta-sorted portfolios
Cattaneo, Matias D.
;
Crump, Richard K.
;
Wang, Weining
-
2023
consistency
and asymptotic normality along with new uniform inference procedures allowing for uncertainty quantification and …
Persistent link: https://www.econbiz.de/10014333333
Saved in:
8
Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators
Cattaneo, Matias D.
;
Farrell, Max H.
- In:
Journal of Econometrics
174
(
2013
)
2
,
pp. 127-143
representation, asymptotic normality is established, along with
consistency
of a standard-error estimator. The finite …
Persistent link: https://www.econbiz.de/10010664696
Saved in:
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