Semiparametric Conditional Factor Models: Estimation and Inference
نویسندگان
چکیده
منابع مشابه
Semiparametric Inference and Models
We review semiparametric models and various methods of inference – efficient and inefficient – for such models.”
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ژورنال
عنوان ژورنال: Social Science Research Network
سال: 2021
ISSN: ['1556-5068']
DOI: https://doi.org/10.2139/ssrn.3984633