Robust Two-Pass Cross-Sectional Regressions: A Minimum Distance Approach

Author： Ahn Seung C.   Gadarowski Christopher   Perez M. Fabricio  

Publisher： Oxford University Press

ISSN： 1479-8417

Source： Journal of Financial Econometrics, Vol.10, Iss.4, 2012-09, pp. : 669-701

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