data | Fama-French Data: 25 size-B/M portfolio and risk factors,... |
GRS.MLtest | GRS Test Statistic and p-value based on Maximum Likelihood... |
GRS.optimal | Optimal Level of Significance for the GRS test: Normality... |
GRS.optimalboot | Optimal Level of Significance for the GRS test: Bootstrapping |
GRS.optimalbootweight | Weighted Optimal Level of Significance for the GRS test:... |
GRS.optimalweight | Weighted Optimal Level of Significance for the GRS test:... |
GRS.Power | Statistical Power of the GRS test |
GRS.Powerfunc | Power functions for the GRS test |
GRS.T | Sample Size Selection for the GRS test |
GRS.test | GRS test and Model Estimation Results |
GRS.test-package | GRS Test for Portfolio Efficiency, Its Statistical Power... |
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