Identification and inference in two-pass asset pricing models (Q1656372)
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scientific article; zbMATH DE number 6916108
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Identification and inference in two-pass asset pricing models |
scientific article; zbMATH DE number 6916108 |
Statements
Identification and inference in two-pass asset pricing models (English)
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10 August 2018
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cross-sectional asset pricing inference
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Fama-MacBeth
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weak identification
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reduced rank beta
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CAPM
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Fama-French factors
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0.7897409796714783
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0.7872344255447388
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0.7702646255493164
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0.7641544342041016
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0.7370795011520386
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