chisq_fmb: chisq_fmb
In nuffe/penfmbr: Penalized FamaMacBeth
Description
Usage
Arguments
Value
Description
chisq_fmb
Usage
1
chisq_fmb(object)
Arguments
object
The fitted fmb model
Value
A list containing the chi square test statistic and the p value
of all pricing errors jointly being zero
nuffe/penfmbr documentation built on June 6, 2019, 11:06 p.m.
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Description Usage Arguments Value
Description
chisq_fmb
Usage
1 | chisq_fmb(object)
|
Arguments
object |
The fitted fmb model |
Value
A list containing the chi square test statistic and the p value of all pricing errors jointly being zero
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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