Assessing misspecified asset pricing models with empirical likelihood estimators (Q528066): Difference between revisions

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-.1016/j.jeconom.2012.05.020
@@ Property / DOI: 10.1016/j.jeconom.2012.05.020 / rank @@
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+GENERALIZED EMPIRICAL LIKELIHOOD–BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS
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+Connections between entropic and linear projections in asset pricing estimation
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+Asset Prices in an Exchange Economy
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+Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Empirical likelihood ratio confidence intervals for a single functional
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+Generalized empirical likelihood non-nested tests
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+Efficient information theoretic inference for conditional moment restrictions
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+A Bayesian approach to diagnosis of asset pricing models
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@@ Property / DOI @@
+.1016/J.JECONOM.2012.05.020
@@ Property / DOI: 10.1016/J.JECONOM.2012.05.020 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:528066