Finite sample properties of test of Epstein-Zin asset pricing model (Q1808559)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Finite sample properties of test of Epstein-Zin asset pricing model |
scientific article; zbMATH DE number 1369436
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite sample properties of test of Epstein-Zin asset pricing model |
scientific article; zbMATH DE number 1369436 |
Statements
Finite sample properties of test of Epstein-Zin asset pricing model (English)
0 references
1999
0 references
GMM
0 references
small sample properties
0 references
statistical power
0 references
Epstein-Zin preferences
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.88422614
0 references
0.84539646
0 references
0.8415103
0 references
