Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model
Year of publication: |
2005-02-24
|
---|---|
Authors: | Chiang, Min-Hsien ; Kao, Chihwa |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 3.2005, 10, p. 1-13
|
Publisher: |
AccessEcon |
Subject: | Asset Pricing |
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