ON THE ECONOMIC IMPACT OF MODELING NONLINEARITIES: THE ASSET PRICING EXAMPLE (Q5489152): Difference between revisions

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+Exact solution of asset pricing models with arbitrary shock distributions
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Solving asset pricing models with Gaussian shocks
@@ Property / cites work: Solving asset pricing models with Gaussian shocks / rank @@
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+Consumption asset pricing with stable shocks---exploring a solution and its implications for mean equity returns
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+If Nonlinear Models Cannot Forecast, What Use Are They?
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+Asset Prices in an Exchange Economy
@@ Property / cites work: Asset Prices in an Exchange Economy / rank @@
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+Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
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+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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+Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
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+https://doi.org/10.1017/s136510050605005x
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+W3124446953
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+Publication:5489152