Power enhancement for testing multi-factor asset pricing models via Fisher's method
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Publication:6150526
DOI10.1016/j.jeconom.2023.05.004MaRDI QIDQ6150526
Xiufan Yu, Lingzhou Xue, Jiawei Yao
Publication date: 6 March 2024
Published in: Journal of Econometrics (Search for Journal in Brave)
Bahadur efficiencyFisher's methodsparse alternativespower enhancementhigh-dimensional hypothesis testingmulti-factor pricing models
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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