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Keywords: Linear factor models
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Journal Articles
Journal:
Journal of Economic Studies
Journal of Economic Studies (2023) 50 (6): 1245–1259.
Published: 13 October 2022
... of freedom. Michael O'Connell can be contacted at: michaeloconnell@ucc.ie 03 05 2022 12 07 2022 24 09 2022 27 09 2022 © Emerald Publishing Limited 2022 Emerald Publishing Limited Licensed re-use rights only Linear factor models Multiple testing Pairwise testing...
Includes: Supplementary data
