Pages that link to "Item:Q496150"

The following pages link to Unexplained factors and their effects on second pass \(R\)-squared's (Q496150):

Displaying 8 items.

• The three-pass regression filter: a new approach to forecasting using many predictors (Q494165) (← links)
• Identification and inference in two-pass asset pricing models (Q1656372) (← links)
• Factor models with many assets: strong factors, weak factors, and the two-pass procedure (Q2673198) (← links)
• Identifying latent factors based on high-frequency data (Q2688663) (← links)
• LIMIT THEOREMS FOR FACTOR MODELS (Q5012632) (← links)
• Model selection in factor-augmented regressions with estimated factors (Q5862416) (← links)
• Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds (Q6133353) (← links)
• Mining the factor zoo: estimation of latent factor models with sufficient proxies (Q6150517) (← links)