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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Drew, Michael E."
~person:"Hansen, Lars Peter"
~person:"He, Xue-zhong"
~person:"Polk, Christopher"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
23
Discussion papers in economics, finance and international competitiveness
11
Working paper / National Bureau of Economic Research, Inc.
8
NBER Working Paper
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NBER working paper series
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The review of financial studies
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NBER technical working paper series
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Journal of econometrics
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Journal of economic behavior & organization : JEBO
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Technical working paper / National Bureau of Economic Research
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Becker Friedman Institute for Research in Economics Working Paper
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Discussion paper / LSE Financial Markets Group
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Financial markets and asset pricing
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Journal of economic dynamics & control
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Paul Woolley Centre working paper
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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Review of Pacific Basin financial markets and policies
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The journal of finance : the journal of the American Finance Association
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AFA 2012 Chicago Meetings Paper
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Decisions in economics and finance : a journal of applied mathematics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Finite-sample properties of some alternative GMM estimators
Hansen, Lars Peter
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 262-280
Persistent link: https://www.econbiz.de/10001334396
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Efficient estimation of linear asset-pricing models with moving average errors
Hansen, Lars Peter
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 53-68
Persistent link: https://www.econbiz.de/10001203180
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