The following pages link to Cesare Robotti (Q528173):
Displaying 6 items.
- Chi-squared tests for evaluation and comparison of asset pricing models (Q528174) (← links)
- On the estimation of asset pricing models using univariate betas (Q631271) (← links)
- Evaluation of Asset Pricing Models Using Two-Pass Cross-Sectional Regressions (Q3112459) (← links)
- Spurious Inference in Reduced-Rank Asset-Pricing Models (Q4614976) (← links)
- Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models (Q5862492) (← links)
- Further Results on the Limiting Distribution of GMM Sample Moment Conditions (Q6666889) (← links)
