Kenneth J. Singleton

MaRDI QIDQ193899zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Term structure models and the zero bound: an empirical investigation of Japanese yields Journal of Econometrics	2017-05-12	Paper
A time series analysis of representative agent models of consumption and leisure choice under uncertainty The Quarterly Journal of Economics	2013-01-13	Paper
Empirical dynamic asset pricing: model specification and econometric assessment	2006-05-04	Paper
PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS Mathematical Finance	2003-08-13	Paper
Transform Analysis and Asset Pricing for Affine Jump-diffusions Econometrica	2002-05-28	Paper
Estimation of affine asset pricing models using the empirical characteristic function Journal of Econometrics	2001-12-05	Paper
EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS Macroeconomic Dynamics	1999-09-22	Paper
Simulated Moments Estimation of Markov Models of Asset Prices Econometrica	1993-12-20	Paper
scientific article; zbMATH DE number 88841 (Why is no real title available?)	1993-01-16	Paper
An omnibus test for the two-sample problem using the empirical characteristic function Journal of Statistical Computation and Simulation	1986-01-01	Paper
A test of separate families of distributions based on the empirical moment generating function Biometrika	1982-01-01	Paper
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models Econometrica	1982-01-01	Paper
Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series International Economic Review	1981-01-01	Paper
Latent variable models for time series. A frequency domain approach with an application to the permanent income hypothesis Journal of Econometrics	1981-01-01	Paper
Interpreting the Likelihood Ratio Statistic in Factor Models when Sample Size is Small	1980-01-01	Paper

Research outcomes over time

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