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Misspecification-Robust Bootstrap t-Test for Irrelevant Factor in Linear Stochastic Discount Factor Models

CIREQ-Concordia Seminar 2022-2023
joint with the Department of Economics, Concordia University
room H-1145 (Concordia University, 1455 de Maisonneuve Blvd West, 11th floor)
Organizer : Prosper Dovonon (Concordia U.)

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