Pages that link to "Item:Q961393"
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The following pages link to Finite sample multivariate tests of asset pricing models with coskewness (Q961393):
Displaying 13 items.
- Chi-squared tests for evaluation and comparison of asset pricing models (Q528174) (← links)
- On the precision of Calvo parameter estimates in structural NKPC models (Q602853) (← links)
- Identification and inference in two-pass asset pricing models (Q1656372) (← links)
- A measure of multivariate kurtosis for the identification of the dynamics of a \(N\)-dimensional market (Q1673120) (← links)
- Finite sample properties of test of Epstein-Zin asset pricing model (Q1808559) (← links)
- Hypothesis testing based on a vector of statistics (Q2224888) (← links)
- Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory (Q2227052) (← links)
- A characterization of the coskewness-cokurtosis pricing model (Q2345149) (← links)
- Estimation uncertainty in structural inflation models with real wage rigidities (Q2445709) (← links)
- Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model (Q2633428) (← links)
- Nonlinear bivariate comovements of asset prices: methodology, tests and applications (Q2655305) (← links)
- The econometrics of mean‐variance efficiency tests: a survey (Q3653356) (← links)
- Independent Factor Autoregressive Conditional Density Model (Q5863555) (← links)
