@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 }
}
Download citation