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| Author: | Smith, D. C. |
| Title: | Finite sample properties of tests of the Epstein-Zin asset pricing model |
| Journal: | Journal of Econometrics
1999 : NOV, VOL. 93:1, p. 113-148 |
| Index terms: | ECONOMETRICS ASSETS PRICING MODELS |
| Freeterms: | SMALL SAMPLE PROPERTIES STATISTICAL POWER |
| Language: | eng |
| Abstract: | This study explores the small sample properties of Hansen and Singleton type GMM tests of asset pricing restricitions implied by Epstein and Zin preferences. |
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