A note on the asymptotic covariance in Fama-MacBeth regression

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@article{66aef0b897af41b9a9c2b8d3b567dca5,

title = "A note on the asymptotic covariance in Fama-MacBeth regression",

author = "Ravi Jagannathan and Zhenyu Wang",

year = "1998",

doi = "10.1111/0022-1082.334095",

language = "English",

volume = "53",

pages = "799--801",

journal = "Journal of Finance",

issn = "0022-1082",

publisher = "Wiley-Blackwell Publishing Ltd",

}