Identification-robust and simultaneous inference in multifactor asset pricing models (Q7011695)
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scientific article; zbMATH DE number 8012184
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| English | Identification-robust and simultaneous inference in multifactor asset pricing models |
scientific article; zbMATH DE number 8012184 |
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Identification-robust and simultaneous inference in multifactor asset pricing models (English)
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18 March 2025
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linear asset pricing
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traded and non-traded factors
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weak identification
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identification-robust inference
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multivariate linear regression
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exact test
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