𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Semiparametric efficiency bound for the Type 3 Tobit model under a symmetry restriction

✍ Scribed by Songnian Chen

Book ID
116102208
Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
322 KB
Volume
50
Category
Article
ISSN
0165-1765

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Testing the capital asset pricing model
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach
✍ Douglas J. Hodgson; Oliver Linton; Keith Vorkink πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 209 KB

## Abstract We develop new tests of the capital asset pricing model that take account of and are valid under the assumption that the distribution generating returns is elliptically symmetric; this assumption is necessary and sufficient for the validity of the CAPM. Our test is based on semiparametr