Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence (Q2116326)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence |
scientific article |
Statements
Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence (English)
0 references
16 March 2022
0 references
cross-sectional dependence
0 references
functional coefficients
0 references
local linear estimation
0 references
nonlinear panel data models
0 references
nonparametric test
0 references
0 references
0 references
0 references
0 references
0 references
0 references
