Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models
Author:
Affiliation:
1. Federal Reserve Bank of Atlanta, Atlanta, Georgia, USA
2. University of Toronto, Toronto, Ontario, Canada
3. Imperial College London, London, UK and Queen Mary University of London, London, UK
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/07474938.2016.1165945
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