Pages that link to "Item:Q4610595"
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The following pages link to Identification-Robust Estimation and Testing of the Zero-Beta CAPM (Q4610595):
Displaying 20 items.
- Classical ergodicity and modern portfolio theory (Q268148) (← links)
- A testable version of the Pareto-Stable CAPM (Q699422) (← links)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- A new test on the conditional capital asset pricing model (Q904132) (← links)
- Identification and inference in two-pass asset pricing models (Q1656372) (← links)
- Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions (Q2000873) (← links)
- Inference in partially identified heteroskedastic simultaneous equations models (Q2227049) (← links)
- Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory (Q2227052) (← links)
- Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels (Q2227053) (← links)
- Regression discontinuity designs, white noise models, and minimax (Q2227061) (← links)
- Exact confidence sets and goodness-of-fit methods for stable distributions (Q2451779) (← links)
- Testing the capital asset pricing model with local maximum likelihood methods (Q2470208) (← links)
- Identification robust inference in cointegrating regressions (Q2511806) (← links)
- EFFICIENCY GAINS IN BETA‐PRICING MODELS<sup>1</sup> (Q4372030) (← links)
- Beyond CAPM: estimating the cost of equity considering idiosyncratic risks (Q4554217) (← links)
- Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability (Q5860242) (← links)
- Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach (Q5860926) (← links)
- Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds (Q6133353) (← links)
- Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds* (Q6134140) (← links)
- Identification-Robust Inference With Simulation-Based Pseudo-Matching (Q6190330) (← links)
