Narrow search
Showing 1 - 10 of 58
Cover Image
Testing identification strength
Antoine, Bertille; Renault, Eric - In: Journal of econometrics 218 (2020) 2, pp. 271-293
Persistent link: https://www.econbiz.de/10012483002
Cover Image
Pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille; Proulx, Kevin; Renault, Eric - In: Journal of financial econometrics 18 (2020) 4, pp. 656-714
Persistent link: https://www.econbiz.de/10012405513
Cover Image
Comment on: pseudo-true SDFs in conditional asset pricing models
Hansen, Lars Peter - In: Journal of financial econometrics 18 (2020) 4, pp. 715-720
Persistent link: https://www.econbiz.de/10012405515
Cover Image
Comment on: pseudo-true SDFs in conditional asset pricing models
Ludvigson, Sydney C. - In: Journal of financial econometrics 18 (2020) 4, pp. 721-728
Persistent link: https://www.econbiz.de/10012405517
Cover Image
Comment on: pseudo-true SDFs in conditional asset pricing models
Kan, Raymond; Robotti, Cesare - In: Journal of financial econometrics 18 (2020) 4, pp. 729-735
Persistent link: https://www.econbiz.de/10012405518
Cover Image
Comment on: pseudo-true SDFs in conditional asset pricing models : comparing fixed- versus vanishing-bandwidth estimators of pseudo-true SDFs
Gagliardini, Patrick; Ronchetti, Diego - In: Journal of financial econometrics 18 (2020) 4, pp. 736-775
Persistent link: https://www.econbiz.de/10012405520
Cover Image
Rejoinder on: pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille; Proulx, Kevin; Renault, Eric - In: Journal of financial econometrics 18 (2020) 4, pp. 776-790
Persistent link: https://www.econbiz.de/10012405523
Cover Image
On the relevance of weaker instruments
Antoine, Bertille; Renault, Eric - In: Econometric reviews 36 (2017) 6/9, pp. 928-945
Persistent link: https://www.econbiz.de/10011795536
Cover Image
On the efficient use of the informational content of estimating equations: Implied probabilities and Euclidean empirical likelihood
Antoine, Bertille; Bonnal, Helene; Renault, Eric - In: Journal of Econometrics 138 (2007) 2, pp. 461-487
Persistent link: https://www.econbiz.de/10005239128
Cover Image
Robust estimation with exponentially tilted Hellinger distance
Antoine, Bertille; Dovonon, Prosper - In: Journal of econometrics 224 (2021) 2, pp. 330-344
Persistent link: https://www.econbiz.de/10013275386