Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence (Q2116326): Difference between revisions
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English | Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence |
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Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence (English)
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16 March 2022
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cross-sectional dependence
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functional coefficients
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local linear estimation
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nonlinear panel data models
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nonparametric test
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