Raymond Kan

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Further Results on the Limiting Distribution of GMM Sample Moment Conditions Journal of Business and Economic Statistics	2025-01-20	Paper
PROPERTIES OF THE INVERSE OF A NONCENTRAL WISHART MATRIX Econometric Theory	2022-12-23	Paper
Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models Econometric Reviews	2022-03-09	Paper
The densities and distributions of the largest eigenvalue and the trace of a beta-Wishart matrix Random Matrices: Theory and Applications	2021-11-19	Paper
On computing Schur functions and series thereof Journal of Algebraic Combinatorics	2019-11-21	Paper
Densities of the extreme eigenvalues of Beta-MANOVA matrices Random Matrices: Theory and Applications	2019-09-23	Paper
Spurious inference in reduced-rank asset-pricing models Econometrica	2019-02-01	Paper
Chi-squared tests for evaluation and comparison of asset pricing models Journal of Econometrics	2017-05-12	Paper
Chi-squared tests for evaluation and comparison of asset pricing models Journal of Econometrics	2017-05-12	Paper
On the distribution of the sample autocorrelation coefficients Journal of Econometrics	2016-07-25	Paper
On distributions of ratios Biometrika	2016-04-05	Paper
Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors Econometric Theory	2014-09-05	Paper
On the moments of ratios of quadratic forms in normal random variables Journal of Multivariate Analysis	2014-01-10	Paper
Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors Econometric Theory	2013-10-17	Paper
On the moments of ratios of quadratic forms in normal random variables Journal of Multivariate Analysis	2013-05-01	Paper
The distribution of the sample minimum-variance frontier Management Science	2012-02-29	Paper
Evaluation of asset pricing models using two-pass cross-sectional regressions Handbook of Computational Finance	2012-01-10	Paper
On the estimation of asset pricing models using univariate betas Economics Letters	2011-03-22	Paper
COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS Econometric Theory	2010-04-08	Paper
From moments of sum to moments of product Journal of Multivariate Analysis	2008-03-11	Paper

Research outcomes over time

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