Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence (Q2116326)

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scientific article; zbMATH DE number 7491151
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    Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
    scientific article; zbMATH DE number 7491151

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      Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence (English)
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      16 March 2022
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      cross-sectional dependence
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      functional coefficients
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      local linear estimation
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      nonlinear panel data models
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      nonparametric test
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