Winfried Pohlmeier
;
Anastasia Simmet

The CAPM with Measurement Error: "There's life in the old dog yet!" Replicati...

The replication data contain MATLAB and GAUSS codes as well as the data required for replication of the results from the paper 1. Monte Carlo Simulation: Contains codes and data...

DOI:10.15456/jbnst.2019064.103528
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- .mat
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Journal of Economics and Statistics

The Journal of Economics and Statistics (Jahrbücher für Nationalökonomie und Statistik) is a scientific journal published in Germany since 1863, since 2016 by DeGruyter.

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The CAPM with Measurement Error: "There's life in the old dog yet!" Replicati...