Small-Sample Properties of Factor Mimicking Portfolio Estimates

2013 ◽  
Author(s):  
Zhuo Chen ◽  
Gregory Connor ◽  
Robert A. Korajczyk
Keyword(s):  
Small Sample ◽  
Small Sample Properties

Small Sample Properties of the Pareto/Negative Binomial Distribution Model

Marketing ZFP ◽  
2010 ◽  
Vol 32 (JRM 1) ◽  
pp. 39-50
Author(s):  
Daniel Hoppe ◽  
Udo Wagner
Keyword(s):  
Negative Binomial Distribution ◽  
Binomial Distribution ◽  
Negative Binomial ◽  
Small Sample ◽  
Distribution Model ◽  
Small Sample Properties

scholarly journals Small-Sample Properties of GMM for Business-Cycle Analysis

1996 ◽  
Vol 14 (3) ◽  
pp. 309 ◽  
Author(s):  
Lawrence J. Christiano ◽  
Wouter J. den Haan
Keyword(s):  
Business Cycle ◽  
Small Sample ◽  
Small Sample Properties ◽  
Business Cycle Analysis

Small-sample properties of finite population ratios

1995 ◽  
Vol 24 (4) ◽  
pp. 897-909 ◽  
Author(s):  
Abdul J. Sankoh
Keyword(s):  
Finite Population ◽  
Small Sample ◽  
Small Sample Properties

Small Sample Properties of H and K-Estimators of the Hurst Coefficient h

1970 ◽  
Vol 6 (6) ◽  
pp. 1583-1594 ◽  
Author(s):  
James R. Wallis ◽  
Nicholas C. Matalas
Keyword(s):  
Small Sample ◽  
Hurst Coefficient ◽  
Small Sample Properties

On the Relative Small-Sample Properties of Several Structural-Equation Estimators

Econometrica ◽  
1967 ◽  
Vol 35 (1) ◽  
pp. 89 ◽  
Author(s):  
J. G. Cragg
Keyword(s):  
Structural Equation ◽  
Small Sample ◽  
Small Sample Properties

scholarly journals Do We Reject Too Often? Small Sample Properties of Tests of Rational Expectations Models

10.3386/t0051 ◽  
1985 ◽  
Author(s):  
N. Gregory Mankiw ◽  
Matthew Shapiro
Keyword(s):  
Rational Expectations ◽  
Small Sample ◽  
Small Sample Properties
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