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

@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G05
@@ Property / Mathematics Subject Classification ID: 62G05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6714773
@@ Property / zbMATH DE Number: 6714773 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic discount factor
@@ Property / zbMATH Keywords: stochastic discount factor / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Euler equations
@@ Property / zbMATH Keywords: Euler equations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+generalized minimum contrast estimators
@@ Property / zbMATH Keywords: generalized minimum contrast estimators / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+model misspecification
@@ Property / zbMATH Keywords: model misspecification / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Cressie-Read discrepancies
@@ Property / zbMATH Keywords: Cressie-Read discrepancies / rank @@
+Normal rank

Revision as of 07:08, 1 July 2023