Munich Personal RePEc Archive

Browse by Authors / Editors

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
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 Sep 25 20:18:45 2017 CEST.
UB_LMU-Logo
MPRA is a RePEc service hosted by
the Munich University Library in Germany.