Concepedia

Gary Chamberlain

GC

Statistics

Publications

32

Citations

9.3K

H-Index

28

Active since

1973

Affiliations

Harvard University(Current)

University of Wisconsin–Madison

Harvard University Press

National Bureau of Economic Research

Gary Chamberlain is an author at Harvard University specializing in statistics, economics, and business.

Top concepts

Publications per year

1973–2021

32

Publications

32

Analysis of Covariance with Qualitative Data

Gary Chamberlain · The Review of Economic Studies · 1980 · 2.7K citations

, , +16

Multivariate regression models for panel data

Gary Chamberlain · Journal of Econometrics · 1982 · 1.3K citations

, , +4

Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets

Gary Chamberlain, Michael Rothschild · Econometrica · 1983 · 1.1K citations · Full text

Asymptotic efficiency in estimation with conditional moment restrictions

Gary Chamberlain · Journal of Econometrics · 1987 · 784 citations

, , +4

Funds, Factors, and Diversification in Arbitrage Pricing Models

Gary Chamberlain · Econometrica · 1983 · 499 citations

, , +6

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