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On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference

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Publication:1000377
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DOI10.1007/BF02425169zbMath1154.91591OpenAlexW2075355703MaRDI QIDQ1000377

Shigeyuki Hamori

Publication date: 6 February 2009

Published in: Financial Engineering and the Japanese Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02425169



Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Statistical methods; economic indices and measures (91B82)




Cites Work

  • Large Sample Properties of Generalized Method of Moments Estimators
  • Are consumption-based intertemporal capital asset pricing models structural?
  • Distribution of the Estimators for Autoregressive Time Series With a Unit Root
  • Hypothesis Testing in ARIMA(p, 1, q) Models
  • Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
  • Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
  • Temporal Resolution of Uncertainty and Dynamic Choice Theory
  • Asset Prices in an Exchange Economy
  • A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty
  • An intertemporal asset pricing model with stochastic consumption and investment opportunities
  • Stationary Ordinal Utility and Impatience
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