A Capital Asset Pricing Model with Time-Varying Covariances
The capital asset pricing model provides a theoretical structure for the pricing of assets with uncertain returns. The premium to induc e risk-averse investors to bear risk is p...
Publications
3 shownCluster-Sample Methods in Applied Econometrics
Inference methods that recognize the clustering of individual observations have been available for more than 25 years. Brent Moulton (1990) caught the attention of economists wh...
Econometric Analysis of Cross Section and Panel Data
The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. B...
Frequent Co-Authors
Researcher Info
- h-index
- 3
- Publications
- 3
- Citations
- 32,729
- Institution
- Michigan State University
External Links
Identifiers
- ORCID
- 0000-0002-1579-6406
Impact Metrics
h-index
3
h-index: Number of publications with at least h citations each.