This is a preview. Log in through your library . Abstract This paper provides a comprehensive survey of the econometrics of mean-variance efficiency tests. Starting with the classic F-test of Gibbons ...

Mediation effects of multiple mediators are determined by two associations: one between an exposure and mediators (S-M) and the other between the mediators and an outcome conditional on the exposure ...

Engel, C., J. Frankel, Kenneth A. Froot, and T. Rodrigues. "Tests of Conditional Mean-Variance Efficiency of the U.S. Stock Market." Journal of Empirical Finance 2 (March 1995). (Revised from NBER ...

Unlock the full InfoQ experience by logging in! Stay updated with your favorite authors and topics, engage with content, and download exclusive resources. This article dives into the happens-before ...

Gene–environment (GxE) interaction is an important issue in genetics with potentially important empirical implications. 1 In human genetics, the moderation of genetic effects by environmental risk ...

Sept. 24 (UPI) --COVID-19 antibody test accuracy could be as low as 61%, depending on the type, and when and how they are used, according to an analysis published Thursday by the journal PLOS ...

Merton, Robert C., and Terry A. Marsh. "Earnings Variability and Variance Bounds Tests for Rationality of Stock Market Prices." Sloan School of Management Working Paper, No. 1559-84, April 1984.