A semiparametric single index model with heterogeneous impacts on an unobserved variable
type: Item
instance of: scholarly article
title: A semiparametric single index model with heterogeneous impacts on an unobserved variable
zbMATH Open document ID: 1331.62479
author: Jiyon Lee
published in: Journal of Econometrics
publication date: 2014-11-24T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6372124
zbMATH Keywords: semiparametric least squares
zbMATH Keywords: capital asset pricing
zbMATH Keywords: single index
MaRDI profile type: Publication
full work available at URL: j.jeconom.2014.08.001
OpenAlex ID: W2008472950
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DOI: 10.1016/J.JECONOM.2014.08.001
description: scientific article; zbMATH DE number 6372124