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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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Misspecification testing in systems of equations
Robertson, John C. - 1992
Persistent link: https://www.econbiz.de/10000869556
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Bayesian tests for single equation cointegration in the case of structural breaks
Lubrano, Michel - 1992
Persistent link: https://www.econbiz.de/10000841556
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Measures of fit for calibrated models
Watson, Mark W. - 1991
Persistent link: https://www.econbiz.de/10000816610
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Comparing predictive accuracy I : an asymptotic test
Diebold, Francis X.; Mariano, Roberto S. - 1991
Persistent link: https://www.econbiz.de/10000824177
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Putting things in order : patterns of trade dynamics and growth
Feenstra, Robert C.; Rose, Andrew - 1997
Persistent link: https://www.econbiz.de/10000624016
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Nonparametric tests of stochastic dominance in income distributions
Anderson, Gordon - 1994
Persistent link: https://www.econbiz.de/10000141640
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Non-stationarity in Garch models : a Bayesian analysis
Kleibergen, F.; Dijk, H. K. van - 1993
Persistent link: https://www.econbiz.de/10000122423
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Nonstationarity in GARCH models : a Bayesian analysis
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000122477
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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 1998
Persistent link: https://www.econbiz.de/10000682409