弱識別に頑健な統計量を用いた日本における消費資産価格モデルの再検討

Journal name: 国民経済雑誌 = Journal of economics & business administration 214(3):2016.9

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Material Type: 記事
Title: 弱識別に頑健な統計量を用いた日本における消費資産価格モデルの再検討
Author/Editor: 柴本昌彦
Author Heading: 柴本昌彦
Alternative Title: Re-investigating the Relevance of C-CAPM in Japan : Weak Identification Robust Inference Approach
Periodical title: 国民経済雑誌 = Journal of economics & business administration
No. or year of volume/issue: 214(3):2016.9
Volume: 214
Issue: 3
Pages: 79-96
Publication date of volume/issue (W3CDTF): 2016-09
ISSN (Periodical Title): 0387-3129
ISSN-L (Periodical Title): 0387-3129
Publication (Periodical Title): 神戸 : 神戸大学経済経営学会
Place of Publication (Country Code): JP
Text Language Code: jpn
Subject Heading: 消費資産価格モデル
相対的危険回避度
一般化モーメント法
弱識別
日本
NDLC: ZD11
Target Audience: 一般
Holding library: 国立国会図書館
Call No.: Z3-260
Data Provider (Database): 国立国会図書館 : 国立国会図書館雑誌記事索引
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 027645277
http://id.ndl.go.jp/bib/027645277
Bibliographic Record Category (NDL): 632