Alternative approaches to estimation and inference in large multifactor panels: Small sample results with an application to modelling asset returns

The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis

Volumn , Issue , 2007, Pages 239-281

  Kapetanios, George ^a   Hashem, Pesaran ^b  

^a QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

^b TRINITY COLLEGE   (United Kingdom)

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EID: 84927024464     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1017/CBO9780511493157.013     Document Type: Chapter

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