Tests of risk premia in linear factor models
type: Item
instance of: scholarly article
title: Tests of risk premia in linear factor models
zbMATH Open document ID: 1429.62680
author: Frank Kleibergen
published in: Journal of Econometrics
publication date: 2016-07-04T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 6600667
zbMATH Keywords: small \(\beta\)'s
zbMATH Keywords: size distortion of test statistics
zbMATH Keywords: consumption capital asset pricing model
MaRDI profile type: Publication
full work available at URL: j.jeconom.2009.01.013
OpenAlex ID: W2096562126
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DOI: 10.1016/J.JECONOM.2009.01.013
description: scientific article; zbMATH DE number 6600667