Semiparametric Estimation of Latent Variable Asset Pricing Models - 2023

Semiparametric Estimation of Latent Variable Asset Pricing Models

Jeroen Dalderop

Journal of Econometrics

https://www.sciencedirect.com/science/article/pii/S0304407623001598?dgcid=author

2023

/assets/523426/fullsize/journal_of_econometrics.jpg