Unexplained factors and their effects on second pass \(R\)-squared's (Q496150): Difference between revisions
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Property / Mathematics Subject Classification ID: 91G70 / rank | |||
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Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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Property / Mathematics Subject Classification ID: 62H12 / rank | |||
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Property / zbMATH DE Number: 6483274 / rank | |||
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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 | |||
Property / zbMATH Keywords: weak identification / rank | |||
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(non-standard) large sample distribution | |||
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principal components | |||
Property / zbMATH Keywords: principal components / rank | |||
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Revision as of 23:06, 30 June 2023
scientific article
Language | Label | Description | Also known as |
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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)
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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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