Narrow search
Showing 1 - 10 of 18
Cover Image
Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter; Jagannathan, Ravi - 1994
Persistent link: https://www.econbiz.de/10000883126
Cover Image
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
Cover Image
A new form of the information matrix test
Davidson, Russell; MacKinnon, James G. - 1988
Persistent link: https://www.econbiz.de/10000125027
Cover Image
The geometry of the Wald test
Davidson, Russell - 1990
Persistent link: https://www.econbiz.de/10000129411
Cover Image
Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 557-590
Persistent link: https://www.econbiz.de/10001222442
Cover Image
A new form of the information matrix test
Davidson, Russell - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 1, pp. 145-157
Persistent link: https://www.econbiz.de/10001121805
Cover Image
Implicit alternatives and the local power of test statistics
Davidson, Russell - In: Econometrica : journal of the Econometric Society, an … 55 (1987) 6, pp. 1305-1329
Persistent link: https://www.econbiz.de/10001036128
Cover Image
Econometric evaluation of asset pricing models
Hansen, Lars Peter - In: The review of financial studies 8 (1995) 2, pp. 237-274
Persistent link: https://www.econbiz.de/10001184653
Cover Image
Back to the future : generating moment implications for continuous-time Markov processes
Hansen, Lars Peter - In: Econometrica : journal of the Econometric Society, an … 63 (1995) 4, pp. 767-804
Persistent link: https://www.econbiz.de/10001185696
Cover Image
Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter; Jagannathan, Ravi - 1994
Persistent link: https://www.econbiz.de/10000910153