Kenneth J. Singleton

Available identifiers

Publication	Date of Publication	Type
Term structure models and the zero bound: an empirical investigation of Japanese yields	2017-05-12	Paper
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty	2013-01-13	Paper
https://portal.mardi4nfdi.de/entity/Q5290921	2006-05-04	Paper
PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS	2003-08-13	Paper
Transform Analysis and Asset Pricing for Affine Jump-diffusions	2002-05-28	Paper
Estimation of affine asset pricing models using the empirical characteristic function	2001-12-05	Paper
EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS	1999-09-22	Paper
Simulated Moments Estimation of Markov Models of Asset Prices	1993-12-20	Paper
https://portal.mardi4nfdi.de/entity/Q4015740	1993-01-16	Paper
An omnibus test for the two-sample problem using the empirical characteristic function	1986-01-01	Paper
A test of separate families of distributions based on the empirical moment generating function	1982-01-01	Paper
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models	1982-01-01	Paper
Latent variable models for time series. A frequency domain approach with an application to the permanent income hypothesis	1981-01-01	Paper
Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series	1981-01-01	Paper
Interpreting the Likelihood Ratio Statistic in Factor Models when Sample Size is Small	1980-01-01	Paper

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