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Nonparametric testing for anomaly effects in empirical asset pricing models

Jin, Sainan; Su, Liangjun; Zhang, Yonghui - In: Empirical economics : a journal of the Institute for … 48 (2015) 1, pp. 9-36

Persistent link: https://www.econbiz.de/10011285985

Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence

Cai, Zongwu; Fang, Ying; Xu, Qiuhua - 2020

Persistent link: https://www.econbiz.de/10012312745

Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence

Cai, Zongwu; Fang, Ying; Xu, Qiuhua - In: Journal of econometrics 227 (2022) 1, pp. 114-133

Persistent link: https://www.econbiz.de/10013441628

Testing underidentification in linear models, with applications to dynamic panel and asset pricing models

Windmeijer, Frank - In: Journal of econometrics 240 (2024) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10015075096

The effect of high school employment on educational attainment : a conditional difference-in-differences approach

Buscha, Franz; Maurel, Arnaud; Page, Lionel; … - 2008

Using American panel data from the National Educational Longitudinal Study of 1988 (NELS:88) this paper investigates the effect of working during grade 12 on attainment. We exploit the longitudinal nature of the NELS by employing, for the first time in the related literature, a semiparametric...