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Efficient estimation of linear asset pricing models with moving-average errors
Hansen, Lars Peter
-
1990
Persistent link: https://www.econbiz.de/10013452138
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Simulated moments estimation of Markov models of asset prices
Duffie, Darrell
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1990
Persistent link: https://www.econbiz.de/10013452137
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3
Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter
;
Jagannathan, Ravi
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1994
Persistent link: https://www.econbiz.de/10000883126
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4
Econometric evaluation of asset pricing models
Hansen, Lars Peter
;
Heaton, John
;
Luttmer, Erzo Gerrit Jan
-
1993
Persistent link: https://www.econbiz.de/10000878768
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5
Back to the future : generating moment implications for continuous-time Markov processes
Hansen, Lars Peter
;
Scheinkman, José Alexandre
-
1993
Persistent link: https://www.econbiz.de/10000879019
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6
ECONOMETRIC EVALUATION OF ASSET PRICING MODELS
Hansen, Lars Peter
;
Heaton, John
;
Luttmer, Erzo
-
1993
Persistent link: https://www.econbiz.de/10006006309
Saved in:
7
ECONOMETRIC EVALUATION OF ASSET PRICING MODELS
Hansen, Lars Peter
;
Heaton, John
;
Luttmer, Erzo
-
1993
Persistent link: https://www.econbiz.de/10006009811
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