Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence (Q2116326): Difference between revisions

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Property / author: Zong-Wu Cai / rank
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Revision as of 08:22, 28 July 2024

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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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