Finite sample multivariate tests of asset pricing models with coskewness (Q961393): Difference between revisions

@@ Property / cites work @@
+Q3365822
@@ Property / cites work: Q3365822 / rank @@
+Normal rank
@@ Property / cites work @@
+Identification-robust simulation-based inference in joint discrete/continuous models for energy markets
+Normal rank
@@ Property / cites work @@
+Q4230831
@@ Property / cites work: Q4230831 / rank @@
+Normal rank
@@ Property / cites work @@
+Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
+Normal rank
@@ Property / cites work @@
+Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
+Normal rank
@@ Property / cites work @@
+Simulation based finite and large sample tests in multivariate regressions
+Normal rank
@@ Property / cites work @@
+Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
+Normal rank
@@ Property / cites work @@
+Exact tests for structural change in first-order dynamic models
+Normal rank
@@ Property / cites work @@
+Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
+Normal rank
@@ Property / cites work @@
+Further results on projection-based inference in IV regressions with weak, collinear or missing instruments
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks
+Normal rank
@@ Property / cites work @@
+Exact tests of the stability of the Phillips curve: the Canadian case
+Normal rank
@@ Property / cites work @@
+The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations
+Normal rank
@@ Property / cites work @@
+Statistical methods in finance
@@ Property / cites work: Statistical methods in finance / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio Selection and Asset Pricing—Three-Parameter Framework
+Normal rank