Connections between entropic and linear projections in asset pricing estimation

Journal of Econometrics - Tập 107 - Trang 159-174 - 2002
Yuichi Kitamura1, Michael Stutzer2
1Department of Economics. University of Pennsylvania, Philadelphia. PA 19104. USA
2Department of Finance, Tippie College of Business, University of Iowa, Iowa City, IA 52242, USA

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