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75 files

Identification Robust Testing of Risk Premia in Finite Samples

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journal contribution
posted on 2023-01-16, 15:38 authored by F.R. KleibergenF.R. Kleibergen, Lingwei Kong, Zhaoguo Zhan

Replication code for the results in the paper

History

Retention period

2028-04-22

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Read the peer-reviewed publication

Halbert White Jr. Memorial JFEC Invited Paper
Quantitative EconomicsQuantitative Economics

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Keywords

asset pricingweak factorsfinite sample inference

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CC BY 4.0

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