Unexplained factors and their effects on second pass \(R\)-squared's (Q496150): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2014.11.006
@@ Property / DOI: 10.1016/j.jeconom.2014.11.006 / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H12
@@ Property / Mathematics Subject Classification ID: 62H12 / rank @@
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@@ Property / zbMATH DE Number @@
+6483274
@@ Property / zbMATH DE Number: 6483274 / rank @@
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@@ Property / zbMATH Keywords @@
+Fama-MacBeth two pass procedure
@@ Property / zbMATH Keywords: Fama-MacBeth two pass procedure / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+factor pricing
@@ Property / zbMATH Keywords: factor pricing / rank @@
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@@ Property / zbMATH Keywords @@
+stochastic discount factors
@@ Property / zbMATH Keywords: stochastic discount factors / rank @@
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@@ Property / zbMATH Keywords @@
+weak identification
@@ Property / zbMATH Keywords: weak identification / rank @@
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@@ Property / zbMATH Keywords @@
+(non-standard) large sample distribution
@@ Property / zbMATH Keywords: (non-standard) large sample distribution / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+principal components
@@ Property / zbMATH Keywords: principal components / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2014.11.006
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+W1602537402
@@ Property / OpenAlex ID: W1602537402 / rank @@
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@@ Property / cites work @@
+Q3796553
@@ Property / cites work: Q3796553 / rank @@
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@@ Property / cites work @@
+Evaluating latent and observed factors in macroeconomics and finance
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@@ Property / cites work @@
+Q4230831
@@ Property / cites work: Q4230831 / rank @@
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@@ Property / cites work @@
+Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
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@@ Property / cites work @@
+Q4794153
@@ Property / cites work: Q4794153 / rank @@
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@@ Property / cites work @@
+Common risk factors in the returns on stocks and bonds
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@@ Property / cites work @@
+A Test of the Efficiency of a Given Portfolio
@@ Property / cites work: A Test of the Efficiency of a Given Portfolio / rank @@
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@@ Property / cites work @@
+Tests of risk premia in linear factor models
@@ Property / cites work: Tests of risk premia in linear factor models / rank @@
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@@ Property / cites work @@
+An Intertemporal Capital Asset Pricing Model
@@ Property / cites work: An Intertemporal Capital Asset Pricing Model / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics of the principal components estimator of large factor models with weakly influential factors
+Normal rank
@@ Property / cites work @@
+Instrumental Variables Regression with Weak Instruments
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@@ Property / cites work @@
+Q5309188
@@ Property / cites work: Q5309188 / rank @@
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@@ Property / DOI @@
+.1016/J.JECONOM.2014.11.006
@@ Property / DOI: 10.1016/J.JECONOM.2014.11.006 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:496150