Finite sample properties of test of Epstein-Zin asset pricing model
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Cites work
- A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
- An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications
- An intertemporal asset pricing model with stochastic consumption and investment opportunities
- Asset Prices in an Exchange Economy
- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
- scientific article; zbMATH DE number 49700 (Why is no real title available?)
- scientific article; zbMATH DE number 1898277 (Why is no real title available?)
- Hypothesis Testing with Efficient Method of Moments Estimation
- Large Sample Properties of Generalized Method of Moments Estimators
- Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
- Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
Cited in
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