Pages that link to "Item:Q2859070"

The following pages link to Efficient semiparametric estimation of the Fama-French model and extensions (Q2859070):

Displaying 49 items.

• Sufficient forecasting using factor models (Q75240) (← links)
• Two estimators for the APT model when factors are measured (Q373820) (← links)
• A semiparametric single index model with heterogeneous impacts on an unobserved variable (Q473340) (← links)
• Continuum directions for supervised dimension reduction (Q1662921) (← links)
• Heterogeneity adjustment with applications to graphical model inference (Q1711558) (← links)
• Re-examination of Fama-French models in the Korean stock market (Q1732971) (← links)
• Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data (Q1739632) (← links)
• A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models (Q1788006) (← links)
• Quasi maximum likelihood analysis of high dimensional constrained factor models (Q1792465) (← links)
• Extending the Fama and French model with a long term memory factor (Q2030695) (← links)
• Monotonic effects of characteristics on returns (Q2078731) (← links)
• Testing subspace restrictions in the presence of high dimensional nuisance parameters (Q2084475) (← links)
• Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence (Q2116326) (← links)
• A semiparametric latent factor model for large scale temporal data with heteroscedasticity (Q2237806) (← links)
• High-frequency factor models and regressions (Q2305976) (← links)
• Semiparametric identification of the bid-ask spread in extended Roll models (Q2399543) (← links)
• Nonparametric estimation of noisy integral equations of the second kind (Q2510638) (← links)
• A semiparametric model for heterogeneous panel data with fixed effects (Q2516308) (← links)
• Estimation and inference in semiparametric quantile factor models (Q2658787) (← links)
• Autoencoder asset pricing models (Q2658795) (← links)
• An integrated panel data approach to modelling economic growth (Q2673191) (← links)
• High dimensional semiparametric moment restriction models (Q2682952) (← links)
• Robust projected principal component analysis for large-dimensional semiparametric factor modeling (Q2692929) (← links)
• Hierarchical Bayes methods for multifactor model estimation and portfolio selection (Q2784082) (← links)
• Do industries contain predictive information for the Fama–French factors? (Q2869991) (← links)
• EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS (Q2929841) (← links)
• REEXAMINATION OF THE ROBUSTNESS OF THE FAMA-FRENCH THREE-FACTOR MODEL (Q2967845) (← links)
• Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications (Q4729224) (← links)
• A semiparametric graphical modelling approach for large-scale equity selection (Q5001189) (← links)
• Optimal characteristic portfolios (Q5041666) (← links)
• Presenting a Model for Portfolio Risk Premium Assessment: Evidence from the Tehran Stock Exchange (Q5052796) (← links)
• Non-parametric estimation of data dimensionality prior to data compression: the case of the human development index (Q5129077) (← links)
• A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering (Q5234327) (← links)
• Weighing asset pricing factors: a least squares model averaging approach (Q5235457) (← links)
• Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
• (Q5879918) (← links)
• Factor Models for High-Dimensional Tensor Time Series (Q5881065) (← links)
• Rejoinder (Q5881070) (← links)
• Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors (Q5885115) (← links)
• Projected principal component analysis in factor models (Q5963521) (← links)
• Uniform predictive inference for factor models with instrumental and idiosyncratic betas (Q6090585) (← links)
• Intraday cross-sectional distributions of systematic risk (Q6108306) (← links)
• Binary response models for heterogeneous panel data with interactive fixed effects (Q6108322) (← links)
• Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure (Q6617789) (← links)
• Dynamic Semiparametric Factor Model With Structural Breaks (Q6617795) (← links)
• Interpretable Sparse Proximate Factors for Large Dimensions (Q6620981) (← links)
• Dynamic Peer Groups of Arbitrage Characteristics (Q6626211) (← links)
• Changes in the span of systematic risk exposures (Q6646160) (← links)
• GMM estimation for high-dimensional panel data models (Q6664631) (← links)