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 |
| Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models Econometric Reviews | 2022-03-09 | 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 |
| 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 |
Research outcomes over time
This page was built for person: Cesare Robotti
