Large panel test of factor pricing models

Jianqing Fan Yuan Liao Jiawei Yao

Statistics Theory and Methods mathscidoc:1912.43434

2013.4
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@inproceedings{jianqing2013large,
  title={Large panel test of factor pricing models},
  author={Jianqing Fan, Yuan Liao, and Jiawei Yao},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221114412670823994},
  year={2013},
}
Jianqing Fan, Yuan Liao, and Jiawei Yao. Large panel test of factor pricing models. 2013. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221114412670823994.
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