Small sample properties of the GMM specification test based on the Hansen - Jagannathan distance
Seung C. Ahn; Christopher Gadarowski
| Year of publication: |
2004
|
|---|---|
| Authors: | Ahn, Seung Chan ; Gadarowski, Christopher |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 11.2004, 1, p. 109-132
|
| Subject: | CAPM | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001881010