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Alternative approaches to estimation and inference in large..
small sample results with an application to modelling of as... CESifo working paper ; 1416, Empirical and theoretical methods
Kapetanios, George
;
Pesaran, M. Hashem
, Febr. 2005
Link:
http://opus.zbw-kiel.de/volltexte/2005/3043/pdf/cesifo..
RT Book, Whole T1 <Title>Alternative approaches to estimation and inference in large multifactor panels</Title> : <SubTitle>small sample results with an application to modelling of asset returns</SubTitle> UL https://suche.suub.uni-bremen.de/peid=B48440116&Exemplar=1&LAN=DE A1 Kapetanios, George A1 Pesaran, M. Hashem PB CESifo PP München YR 2005 NO Online-Ressource, 36 p. = 203 KB, text T3 CESifo working paper ; 1416, Empirical and theoretical methods VO 1416 LK http://opus.zbw-kiel.de/volltexte/2005/3043/pdf/cesifo1_wp1416.pdf SF ELIB - SuUB Bremen
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