Munich Personal RePEc Archive

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Group by: Date | Item ID
Number of items: 3.

4 July 2013

Bai, Jushan and Ando, Tomohiro (2013): Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors.

16 December 2013

Bai, Jushan and Ando, Tomohiro (2013): Panel data models with grouped factor structure under unknown group membership.

21 December 2014

Ando, Tomohiro and Bai, Jushan (2014): A simple new test for slope homogeneity in panel data models with interactive effects.

This list was generated on Mon Aug 20 20:17:42 2018 CEST.
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