Spurious Inference in Reduced-Rank Asset-Pricing Models

Spurious Inference in Reduced-Rank Asset-Pricing Models

Gospodinov, Nikolay, Kan, Raymond, Robotti, Cesare
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Volume:
85
Year:
2017
Language:
english
Journal:
Econometrica
DOI:
10.3982/ECTA13750
File:
PDF, 236 KB
english, 2017
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