Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology
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Since Black, Jensen, and Scholes (1972) and Fama and MacBeth (1973), the two-pass cross-sectional regression (CSR) methodology has become the most popular approach for estimating and testing asset pricing models. Statistical inference with this method is typically conducted under the assumption that
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美国国家经济研究局创建时间：
2009-06-01
