Internet Appendix for “Measuring the ‘Dark Matter’ in Asset Pricing Models” Hui Chen Winston Wei Dou

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Date: 2013-09-17 22:10:17 Statistical inference Econometrics Maximum likelihood Normal distribution Confidence interval Fisher information Statistics Estimation theory Statistical theory		Internet Appendix for “Measuring the ‘Dark Matter’ in Asset Pricing Models” Hui Chen Winston Wei Dou Add to Reading List Source URL: www.mit.edu Download Document from Source Website File Size: 684,25 KB Share Document on Facebook

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