Identification and inference in two-pass asset pricing models (Q1656372)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification and inference in two-pass asset pricing models |
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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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