The following pages link to Kenneth J. Singleton (Q193899):
Displaying 17 items.
- (Q528017) (redirect page) (← links)
- Term structure models and the zero bound: an empirical investigation of Japanese yields (Q528018) (← links)
- (Q588284) (redirect page) (← links)
- Latent variable models for time series. A frequency domain approach with an application to the permanent income hypothesis (Q1166231) (← links)
- Simulated Moments Estimation of Markov Models of Asset Prices (Q3142745) (← links)
- An omnibus test for the two-sample problem using the empirical characteristic function (Q3749937) (← links)
- Interpreting the Likelihood Ratio Statistic in Factor Models when Sample Size is Small (Q3859128) (← links)
- Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series (Q3942721) (← links)
- A test of separate families of distributions based on the empirical moment generating function (Q3957801) (← links)
- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models (Q3962395) (← links)
- (Q4015740) (← links)
- EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS (Q4265812) (← links)
- PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS (Q4419304) (← links)
- Transform Analysis and Asset Pricing for Affine Jump-diffusions (Q4530988) (← links)
- A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty (Q4900146) (← links)
- (Q5290921) (← links)
- Estimation of affine asset pricing models using the empirical characteristic function (Q5939360) (← links)
