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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
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Risk ascertained determinants of cost of equity capital : a comparative analysis across regulated sectors in India
Yalla, Sushma Priyadarsini; Jain, Karuna; … - In: International journal of public sector performance … 9 (2022) 3, pp. 303-321
Persistent link: https://www.econbiz.de/10013257329
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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
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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
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A varying-coefficient panel data model with fixed effects : theory and an application to U.S. commercial banks
Feng, Guohua; Gao, Jiti; Peng, Bin; Zhang, Xiaohui - 2015
Persistent link: https://www.econbiz.de/10011781225
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Modelling implied volatitily with ols and panel data models
Ncube, Mthuli - 1994
Persistent link: https://www.econbiz.de/10000895907
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Joint censoring of regressors and outcomes : survey nonresponse and attrition
Horowitz, Joel; Manski, Charles F. - 1994
Persistent link: https://www.econbiz.de/10000896408
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Efficient estimation of dynamic error components models with panel data
Lee, Lung-fei - 1979
Persistent link: https://www.econbiz.de/10000856054
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Initial conditions and efficient estimation in dynamic panel data models
Blundell, Richard W.; Smith, Richard J. - 1991
Persistent link: https://www.econbiz.de/10000827902