Pages that link to "Item:Q1899238"
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The following pages link to A Bayesian approach to diagnosis of asset pricing models (Q1899238):
Displaying 10 items.
- Optimal statistical decisions about some alternative financial models (Q276923) (← links)
- Econometric specification of stochastic discount factor models (Q278271) (← links)
- Assessing misspecified asset pricing models with empirical likelihood estimators (Q528066) (← links)
- Ordering univariate distributions by entropy and variance (Q1298472) (← links)
- Connections between entropic and linear projections in asset pricing estimation (Q1858932) (← links)
- Generalized aggregation of misspecified models: with an application to asset pricing (Q2658796) (← links)
- Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis (Q3192571) (← links)
- Robust identification of investor beliefs (Q5073243) (← links)
- Misspecified semiparametric model selection with weakly dependent observations (Q5095825) (← links)
- Tuning parameter-free nonparametric density estimation from tabulated summary data (Q6193022) (← links)
