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