Finite sample properties of tests of the Epstein-Zin asset pricing model
David C. Smith
| Year of publication: |
1999
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|---|---|
| Authors: | Smith, David C. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 93.1999, 1, p. 113-148
|
| Subject: | CAPM | Stichprobenerhebung | Sampling | Theorie | Theory | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001406645