1125 colonel By Drive
Ottawa, Ontario K1S 5B6
asset pricing models, asset pricing tests, weak identification, useless factors, small betas, CAPM, Carhart model, Fama-French three-factor model, Lettau-Ludvigson model
Environmental Kuznets Curve, Fieller method, Delta method, CO2 and SO2 emissions, Confidence set, Tipping point, Climate policy
asset pricing, measurement error, weak instruments, testing
International asset pricing, financial integration, identification, exact inference
structural change, time-varying parameter, energy prices, coal, gas, crude oil, unidentified nuisance parameter, exact test, Monte Carlo test, Kalman filter, normality test
Monte Carlo test, induced test, test combination, simultaneous inference, Variance ratio
Oil price, expert outlooks, long run forecasting, forecast combinations
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
factor model, identification-robust inference, IV regression, new Keynesian model, principle components, weak instruments
This page was processed by aws-apollo-4dc in 0.418 seconds