Normally, joint tests that the intercepts (i s) equal zero are in-sample tests. What is a criticism

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Normally, joint tests that the intercepts (αi s) equal zero are in-sample tests.

What is a criticism of this testing approach?

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Investment Valuation And Asset Pricing Models And Methods

ISBN: 9783031167836

1st Edition

Authors: James W. Kolari, Seppo Pynnönen

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Question Posted: Mar 05, 2024 06:00 AM

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Normally, joint tests that the intercepts (i s) equal zero are in-sample tests. What is a criticism

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Investment Valuation And Asset Pricing Models And Methods

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