Chi-squared tests for evaluation and comparison of asset pricing models (Q528174): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Assessing misspecified asset pricing models with empirical likelihood estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to econometric applications of empirical process theory for dependent random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reduction of the multivariate normal integral to characteristic form / rank
 
Normal rank
Property / cites work
 
Property / cites work: Common risk factors in the returns on stocks and bonds / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3750826 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models / rank
 
Normal rank
Property / cites work
 
Property / cites work: NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Information Theoretic Approaches to Inference in Moment Condition Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A multivariate analogue of the one-sided test / rank
 
Normal rank
Property / cites work
 
Property / cites work: Selecting the best linear regression model. A classical approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized method of moments specification testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: A central limit theorem for k-means clustering / rank
 
Normal rank
Property / cites work
 
Property / cites work: Model selection tests for nonlinear dynamic models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: GMM with Weak Identification / rank
 
Normal rank
Property / cites work
 
Property / cites work: A general reduction method for n–variate normal orthant probability / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Fortran subroutine for computing normal orthant probabilities of dimensions up to nine / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Reality Check for Data Snooping / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Exact Test for Multiple Inequality and Equality Constraints in the Linear Regression Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing inequality constraints in linear econometric models / rank
 
Normal rank

Revision as of 19:54, 13 July 2024

scientific article
Language Label Description Also known as
English
Chi-squared tests for evaluation and comparison of asset pricing models
scientific article

    Statements

    Chi-squared tests for evaluation and comparison of asset pricing models (English)
    0 references
    0 references
    0 references
    0 references
    12 May 2017
    0 references
    asset pricing models
    0 references
    Hansen-Jagannathan distance
    0 references
    model selection
    0 references
    model misspecification
    0 references
    0 references

    Identifiers