Pages that link to "Item:Q302111"

The following pages link to Tests of risk premia in linear factor models (Q302111):

Displaying 13 items.

• Unexplained factors and their effects on second pass \(R\)-squared's (Q496150) (← links)
• Identification and inference in two-pass asset pricing models (Q1656372) (← links)
• Variation and efficiency of high-frequency betas (Q2116364) (← links)
• Efficient size correct subset inference in homoskedastic linear instrumental variables regression (Q2225004) (← links)
• Variable selection in panel models with breaks (Q2323384) (← links)
• A diagnostic criterion for approximate factor structure (Q2330733) (← links)
• Factor models with local factors -- determining the number of relevant factors (Q2673197) (← links)
• Factor models with many assets: strong factors, weak factors, and the two-pass procedure (Q2673198) (← links)
• A test for Kronecker product structure covariance matrix (Q2688652) (← links)
• Evaluation of Asset Pricing Models Using Two-Pass Cross-Sectional Regressions (Q3112459) (← links)
• SUBSET HYPOTHESES TESTING AND INSTRUMENT EXCLUSION IN THE LINEAR IV REGRESSION (Q3465601) (← links)
• The econometrics of mean‐variance efficiency tests: a survey (Q3653356) (← links)
• Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds (Q6133353) (← links)