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Joachim Freyberger

University of Wisconsin - Madison

Assistant Professor

716 Langdon Street

Madison, WI 53706-1481

United States

  • University of Wisconsin - Madison

SCHOLARLY PAPERS

2

DOWNLOADS

270

CITATIONS

0

Scholarly Papers (2)

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1.

Dissecting Characteristics Nonparametrically

Downloads 223 (112,261)

Dissecting Characteristics Nonparametrically

Number of pages: 66 Posted: 11 Aug 2016 Last Revised: 07 Mar 2017
Joachim Freyberger, Andreas Neuhierl and Michael Weber
University of Wisconsin - Madison, University of Notre Dame - Department of Finance and University of Chicago - Finance
Downloads 118 (196,267)

Abstract:

Cross Section of Returns, Anomalies, Expected Returns, Model Selection

Dissecting Characteristics Nonparametrically

CESifo Working Paper Series No. 6391
Number of pages: 68 Posted: 12 Apr 2017
Joachim Freyberger, Andreas Neuhierl and Michael Weber
University of Wisconsin - Madison, University of Notre Dame - Department of Finance and University of Chicago - Finance
Downloads 95 (229,488)

Abstract:

cross section of returns, anomalies, expected returns, model selection

Dissecting Characteristics Nonparametrically

NBER Working Paper No. w23227
Number of pages: 68 Posted: 19 Mar 2017
Joachim Freyberger, Andreas Neuhierl and Michael Weber
University of Wisconsin - Madison, University of Notre Dame - Department of Finance and University of Chicago - Finance
Downloads 10 (513,992)

Abstract:

2.

On Completeness and Consistency in Nonparametric Instrumental Variable Models

Number of pages: 47 Posted: 17 Feb 2015 Last Revised: 07 Mar 2015
Joachim Freyberger
University of Wisconsin - Madison
Downloads 34 (333,721)

Abstract:

Completeness, consistency, instrumental variables, nonparametric estimation, weak instruments

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