Joachim Freyberger

University of Wisconsin - Madison

Assistant Professor

716 Langdon Street

Madison, WI 53706-1481

United States

SCHOLARLY PAPERS

4

DOWNLOADS

421

CITATIONS

0

Scholarly Papers (4)

Dissecting Characteristics Nonparametrically

Number of pages: 79 Posted: 11 Aug 2016 Last Revised: 20 Nov 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 176 (146,925)

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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 116 (207,793)

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

Dissecting Characteristics Nonparametrically

Fama-Miller Working Paper, Chicago Booth Research Paper No. 17-32
Number of pages: 79 Posted: 20 Nov 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 57 (323,023)

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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 11 (526,643)
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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 (332,749)

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

3.

Inference under Shape Restrictions

Number of pages: 72 Posted: 01 Aug 2017
Joachim Freyberger and Brandon Reeves
University of Wisconsin - Madison and University of Wisconsin - Madison
Downloads 0 (524,900)

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Shape Restrictions, Inference, Nonparametric, Uniform Confidence Bands

4.

Identification in Ascending Auctions, with an Application to Digital Rights Management

NBER Working Paper No. w23569
Number of pages: 46 Posted: 17 Jul 2017
Joachim Freyberger and Bradley Larsen
University of Wisconsin - Madison and Stanford University - Department of Economics
Downloads 0 (551,615)
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