@misc
{TN_libero_mab2,
author = {
Liao, Zhipeng
AND
Liu, Yan
},
title = {
Optimal Cross-Sectional Regression
},
publisher = {SSRN},
keywords = {
Beta uncertainty
,
Efficient esetimation
,
Factor models
,
Fama-MacBeth
,
GMM
,
Idiosyncratic risk
,
Systematic risk
,
Two-pass regression
,
Errors-in-variables
},
year = {[2021]},
abstract = {Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 26, 2020 erstellt},
address = {
[S.l.]
},
url = {
http://slubdd.de/katalog?TN_libero_mab2
}
}