haku: @author Smith, D. C. / yhteensä: 10
viite: 4 / 10
Tekijä: | Smith, D. C. |
Otsikko: | Finite sample properties of tests of the Epstein-Zin asset pricing model |
Lehti: | Journal of Econometrics
1999 : NOV, VOL. 93:1, p. 113-148 |
Asiasana: | ECONOMETRICS ASSETS PRICING MODELS |
Vapaa asiasana: | SMALL SAMPLE PROPERTIES STATISTICAL POWER |
Kieli: | eng |
Tiivistelmä: | This study explores the small sample properties of Hansen and Singleton type GMM tests of asset pricing restricitions implied by Epstein and Zin preferences. |
SCIMA