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subject:"normalization"
(383 results)
1
The identification zoo : meanings of identification in econometrics
Lewbel, Arthur
-
2018
-
Final version September 2018
closely related to identification, such as
normalizations
and the differences in identification between structural models and …
Persistent link: https://www.econbiz.de/10011960097
Saved in:
2
Identification and inference in linear stochastic discount factor models with excess returns
Burnside, Craig
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 295-330
Persistent link: https://www.econbiz.de/10011588997
Saved in:
3
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models
Peñaranda, Francisco
;
Sentana, Enrique
- In:
The Review of Economics and Statistics
2
(
2015
)
97
,
pp. 412-435
Regression and SDF approaches with centered or uncentered moments and symmetric or asymmetric
normalizations
are …
Persistent link: https://www.econbiz.de/10011266978
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