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Finite sample properties of tests of the Epstein-Zin asset pricing model
Smith, David C., (1999)
An econometric analysis of nonsynchronous trading
Lo, Andrew W., (1990)
A critical reexamination of the return generating process of the arbitrage pricing theory
Diacogiannis, George P., (1996)
Estimating linear quadratic models with integrated processes
Gregory, Allan W., (1990)
Business cycle theory and econometrics
Gregory, Allan W., (1995)
Calibration as testing : inference in simulated macroeconomic models
Gregory, Allan W., (1991)