Unexplained factors and their effects on second pass \(R\)-squared's (Q496150): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JECONOM.2014.11.006 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JECONOM.2014.11.006 / rank | |||
Normal rank | |||
Latest revision as of 19:24, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unexplained factors and their effects on second pass \(R\)-squared's |
scientific article |
Statements
Unexplained factors and their effects on second pass \(R\)-squared's (English)
0 references
18 September 2015
0 references
Fama-MacBeth two pass procedure
0 references
factor pricing
0 references
stochastic discount factors
0 references
weak identification
0 references
(non-standard) large sample distribution
0 references
principal components
0 references
0 references
