Journal of Finance Vol. 53 No. 2 1998

A Note on the Asymptotic Covariance in Fama-MacBeth Regression

Ravi Jagannathan; Zhenyu Wang

DOI

https://doi-org.proxy.lib.uiowa.edu/10.1111/0022-1082.334095

Volume

53

Issue

2

Pages

799-801

Sources

bibtex:phds-export.bib semanticscholar

Cite

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