A weighted Fama-MacBeth two-step panel regression procedure

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A weighted Fama-MacBeth two-step panel regression procedure

Yoon, Ho-Jung, Lee, Kyuseok
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Language:
english
Journal:
Applied Economics Letters
DOI:
10.1080/13504851.2018.1489492
Date:
July, 2018
File:
PDF, 1.05 MB
english, 2018
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