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

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Revision as of 00:25, 5 March 2024

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Unexplained factors and their effects on second pass \(R\)-squared's
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    Unexplained factors and their effects on second pass \(R\)-squared's (English)
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    18 September 2015
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    Fama-MacBeth two pass procedure
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    factor pricing
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    stochastic discount factors
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    weak identification
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    (non-standard) large sample distribution
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    principal components
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