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51
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51
Detecting lack of identification in GMM
Wright, Jonathan H.
-
2000
Persistent link: https://www.econbiz.de/10001504206
Saved in:
52
GMM with weak identification
Stock, James H.
;
Wright, Jonathan H.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
5
,
pp. 1055-1096
Persistent link: https://www.econbiz.de/10001510570
Saved in:
53
Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian
-
2001
Persistent link: https://www.econbiz.de/10001530439
Saved in:
54
Testing the Heath-Jarrow-Morton - Ho-Lee model of interest rate contingent claims pricing
Flesaker, Bjorn
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
4
,
pp. 483-495
Persistent link: https://www.econbiz.de/10001160498
Saved in:
55
Structural stability testing in models estimated by generalized method of moments
Hall, Alastair R.
;
Sen, Amit
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
3
,
pp. 335-348
Persistent link: https://www.econbiz.de/10001410716
Saved in:
56
Finite sample properties of tests of the Epstein-Zin asset pricing model
Smith, David C.
- In:
Journal of econometrics
93
(
1999
)
1
,
pp. 113-148
Persistent link: https://www.econbiz.de/10001406645
Saved in:
57
GMM tests of stochastic doscount factor models with useless factors
Kan, Raymond
;
Zhang, Chu
- In:
Journal of financial economics
54
(
1999
)
1
,
pp. 103-127
Persistent link: https://www.econbiz.de/10001407070
Saved in:
58
Risk and performance evaluation with skewness and kurtosis for conventional and alternative investments
Berényi, Zsolt Endre
-
2003
Persistent link: https://www.econbiz.de/10001754325
Saved in:
59
Corporate investment and asset price dynamics : implications for the cross section of returns
Carlson, Murray
(
contributor
);
Fisher, Adlai
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001756616
Saved in:
60
Modelling emerging market risk premia using higher moments
Hwang, Soosung
;
Satchell, Stephen
- In:
International journal of finance & economics : IJFE
4
(
1999
)
4
,
pp. 271-296
Persistent link: https://www.econbiz.de/10001447124
Saved in:
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