Pages that link to "Item:Q5742593"
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The following pages link to A misspecification test for the higher order co-moments of the factor model (Q5742593):
Displaying 4 items.
- Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175) (← links)
- Transformed contribution ratio test for the number of factors in static approximate factor models (Q1654280) (← links)
- Nearest comoment estimation with unobserved factors (Q2190230) (← links)
- Estimating the higher-order co-moment with non-Gaussian components and its application in portfolio selection (Q5089923) (← links)