Timeline for GRS statistic in R to test that intercepts from multivariate panel regression are jointly zero?
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
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| Mar 21, 2020 at 23:34 | comment | added | RazorLazor | Afaik, the GRS-test assumes that the residuals of the proposed asset pricing model are homoscedastic and are not serially correlated. (The test analyses the residuals, NOT the returns.) | |
| Jan 22, 2014 at 1:34 | history | edited | Cyurmt | CC BY-SA 3.0 |
added 136 characters in body
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| S Dec 23, 2013 at 20:14 | review | Late answers | |||
| Dec 23, 2013 at 21:13 | |||||
| S Dec 23, 2013 at 20:14 | review | First posts | |||
| Dec 23, 2013 at 20:53 | |||||
| Dec 23, 2013 at 19:56 | history | answered | Cyurmt | CC BY-SA 3.0 |