Finite sample properties of test of Epstein-Zin asset pricing model (Q1808559)
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scientific article; zbMATH DE number 1369436
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| English | Finite sample properties of test of Epstein-Zin asset pricing model |
scientific article; zbMATH DE number 1369436 |
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Finite sample properties of test of Epstein-Zin asset pricing model (English)
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1999
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GMM
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small sample properties
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statistical power
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Epstein-Zin preferences
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0.88422614
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0.84539646
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0.8434752
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0.8415103
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