estimation efficiency while properly tackling the potential bias due to unobserved individual characteristics. We propose an …. This reduces the standard errors of the estimation coefficients and might increase their significance as well, otherwise … compromised by the limited variation provided by the short longitudinal data. -- Panel data ; estimation efficiency ; pseudo …

international portfolio theory, multi-agent and evolutionary approaches, capital asset pricing beyond consumption-based models and … Theory: CAPM and Extensions.- Consumption Based Asset Pricing Models.- Production Based Asset Pricing Models. Foreign …