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Asset pricing explorations for macroeconomics
Cochrane, John H.; Hansen, Lars Peter - 1992
Persistent link: https://www.econbiz.de/10000136692
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Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter; Jagannathan, Ravi - 1994
Persistent link: https://www.econbiz.de/10000910153
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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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Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter; Jagannathan, Ravi - 1994
Persistent link: https://www.econbiz.de/10000883126
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Implications of security market data for models of dynamic economies
Hansen, Lars Peter; Jagannathan, Ravi - 1990
Persistent link: https://www.econbiz.de/10000791221
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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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Asset pricing explorations for macroeconomics
Cochrane, John H. - In: NBER macroeconomics annual (1992), pp. 115-165
Persistent link: https://www.econbiz.de/10001158122
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Implications of security market data for models of dynamic economies
Hansen, Lars Peter - In: Journal of political economy 99 (1991) 2, pp. 225-262
Persistent link: https://www.econbiz.de/10001105914
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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
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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