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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
NBER working paper series
384
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329
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320
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250
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ECONIS (ZBW)
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1
Long-term risk : a martingale approach
Qin, Likuan
;
Linetsky, Vadim
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 299-312
Persistent link: https://www.econbiz.de/10011738495
Saved in:
2
The identification of beliefs from asset demand
Kubler, Felix
;
Polemarchakis, Heraklis M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1219-1238
Persistent link: https://www.econbiz.de/10011791238
Saved in:
3
Nonparametric stochastic discount factor decomposition
Christensen, Timothy M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1501-1536
Persistent link: https://www.econbiz.de/10011791592
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4
Spurious inference in reduced-rank asset-pricing models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1613-1628
Persistent link: https://www.econbiz.de/10011791596
Saved in:
5
Time-varying risk premium in large cross-sectional equity data sets
Gagliardini, Patrick
;
Ossola, Elisa
;
Scaillet, Olivier
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
3
,
pp. 985-1046
Persistent link: https://www.econbiz.de/10011579614
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6
No-bubble condition : model-free tests in housing markets
Giglio, Stefano
;
Maggiori, Matteo
;
Stroebel, Johannes
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10011579617
Saved in:
7
Financial health economics
Koijen, Ralph S. J.
;
Philipson, Tomas J.
;
Uhlig, Harald
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
1
,
pp. 195-242
Persistent link: https://www.econbiz.de/10011552226
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8
Robust contracts in continuous time
Miao, Jianjun
;
Rivera, Alejandro
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1405-1440
Persistent link: https://www.econbiz.de/10011611100
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9
An approach to asset pricing under incomplete and diverse perceptions
Eyster, Erik
;
Piccione, Michele
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1483-1506
Persistent link: https://www.econbiz.de/10009793482
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10
Efficient semiparametric estimation of the Fama-French model and extensions
Connor, Gregory
;
Hagmann, Matthias
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 713-754
Persistent link: https://www.econbiz.de/10009534943
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11
Ambiguity, learning, and asset returns
Ju, Nengjiu
;
Miao, Jianjun
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 559-591
Persistent link: https://www.econbiz.de/10009535006
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12
Efficient derivative pricing by the extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
4
,
pp. 1181-1232
Persistent link: https://www.econbiz.de/10009267024
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13
A parsimonious macroeconomic model for asset pricing
Guvenen, Fatih
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
6
,
pp. 1711-1750
Persistent link: https://www.econbiz.de/10003943413
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14
Prices and portfolio choices in financial markets : theory, econometrics, experiments
Bossaerts, Peter L.
;
Plott, Charles
;
Zame, William R.
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
4
,
pp. 993-1038
Persistent link: https://www.econbiz.de/10003507322
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15
Over-the-counter markets
Duffie, Darrell
;
Gârleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
6
,
pp. 1815-1847
Persistent link: https://www.econbiz.de/10003185747
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16
Solving asset pricing models when the price-dividend function is analytic
Calin, Ovidiu L.
;
Chen, Yu
;
Cosimano, Thomas F.
; …
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
3
,
pp. 961-982
Persistent link: https://www.econbiz.de/10002876856
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17
A general formula for valuing defaultable securities
Collin-Dufresne, Pierre
;
Goldstein, R.
;
Hugonnier, J.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
5
,
pp. 1377-1407
Persistent link: https://www.econbiz.de/10002197421
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18
Stationary equilibria in asset-pricing models with incomplete markets and collateral
Kubler, Felix
;
Schmedders, Karl
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
6
,
pp. 1767-1793
Persistent link: https://www.econbiz.de/10001841359
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19
Determining the number of factors in approximate factor models
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
1
,
pp. 191-221
Persistent link: https://www.econbiz.de/10001648105
Saved in:
20
Is there a curse of dimensionality for contraction fixed points in the worst case?
Rust, John
;
Traub, J. F.
;
Woźniakowski, H.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
1
,
pp. 285-329
Persistent link: https://www.econbiz.de/10001648108
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21
Necessity of transversality conditions for infinite horizon problems
Kamihigashi, Takashi
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
4
,
pp. 995-1012
Persistent link: https://www.econbiz.de/10001594728
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22
Transform analysis and asset pricing for affine jump-diffusions
Duffie, Darrell
;
Pan, Jun
;
Singleton, Kenneth J.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
6
,
pp. 1343-1376
Persistent link: https://www.econbiz.de/10001527496
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23
GMM with weak identification
Stock, James H.
;
Wright, Jonathan H.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
5
,
pp. 1055-1096
Persistent link: https://www.econbiz.de/10001510570
Saved in:
24
Habit formation and aggregate consumption
Chapman, David A.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1223-1230
Persistent link: https://www.econbiz.de/10001249585
Saved in:
25
Rational asset pricing bubbles
Santos Santos, Manuel
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
1
,
pp. 19-57
Persistent link: https://www.econbiz.de/10001217068
Saved in:
26
Asset pricing in economies with frictions
Luttmer, Erzo Gerrit Jan
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
6
,
pp. 1439-1467
Persistent link: https://www.econbiz.de/10001210411
Saved in:
27
Nonparametric pricing of interest rate derivative securities
Aït-Sahalia, Yacine
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
3
,
pp. 527-560
Persistent link: https://www.econbiz.de/10001199899
Saved in:
28
Intertemporal asset pricing under Knightian uncertainty
Epstein, Larry G.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
2
,
pp. 283-322
Persistent link: https://www.econbiz.de/10001169519
Saved in:
29
Simulated moments estimation of Markov models of asset prices
Duffie, Darrell
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 929-952
Persistent link: https://www.econbiz.de/10001147160
Saved in:
30
Bond pricing and the term structure of interest rates : a new methodology for contingent claims valuation
Heath, David C.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
1
,
pp. 77-105
Persistent link: https://www.econbiz.de/10001121808
Saved in:
31
Intertemporal preferences for uncertain consumption : a continuous time approach
Hindy, Ayman
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
4
,
pp. 781-801
Persistent link: https://www.econbiz.de/10001129066
Saved in:
32
Asset prices in an exchange economy with habit formation
Detemple, Jérôme B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1633-1657
Persistent link: https://www.econbiz.de/10001115933
Saved in:
33
Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 371-396
Persistent link: https://www.econbiz.de/10001101891
Saved in:
34
Conditional heteroskedasticity in asset returns : a new approach
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10001101893
Saved in:
35
Existence theorems in the capital asset pricing model
Allingham, Michael
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
4
,
pp. 1169-1174
Persistent link: https://www.econbiz.de/10001108571
Saved in:
36
Asset pricing and optimal portfolio choice in the presence of illiquid durable consumption goods
Grossman, Sanford J.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10001084886
Saved in:
37
Substitution, risk aversion, and the temporal behavior of consumption and asset returns : a theoretical framework
Epstein, Larry G.
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
4
,
pp. 937-969
Persistent link: https://www.econbiz.de/10001070938
Saved in:
38
A test of the efficiency of a given portfolio
Gibbons, Michael R.
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
5
,
pp. 1121-1152
Persistent link: https://www.econbiz.de/10001076157
Saved in:
39
Seminonparametric estimation of conditionally constrained heterogeneous processes : asset pricing applications
Gallant, A. Ronald
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
5
,
pp. 1091-1120
Persistent link: https://www.econbiz.de/10001076166
Saved in:
40
The consumption-based capital asset pricing model
Duffie, Darrell
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
6
,
pp. 1279-1297
Persistent link: https://www.econbiz.de/10001078856
Saved in:
41
Asset pricing in multiperiod securities markets
Chamberlain, Gary
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
6
,
pp. 1283-1300
Persistent link: https://www.econbiz.de/10001059867
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42
A general approach to the arbitrage pricing theory (APT)
Reisman, Haim
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
2
,
pp. 473-476
Persistent link: https://www.econbiz.de/10001041536
Saved in:
43
The role of conditioning information in deducing testable restrictions implied by dynamic asset pricing models
Hansen, Lars Peter
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
3
,
pp. 587-612
Persistent link: https://www.econbiz.de/10001029378
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44
An intertemporal general equilibrium asset pricing model : the case of diffusion information
Huang, Chi-fu
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
1
,
pp. 117-147
Persistent link: https://www.econbiz.de/10001016507
Saved in:
45
An intertemporal general equilibrium model of asset prices
Cox, John C.
;
Ingersoll jr., Jonathan E.
;
Ross, Stephen A.
- In:
Econometrica : journal of the Econometric Society, an …
53
(
1985
)
2
,
pp. 363-384
Persistent link: https://www.econbiz.de/10002034162
Saved in:
46
A theory of the term structure of interest rates
Cox, John C.
;
Ingersoll jr., Jonathan E.
;
Ross, Stephen A.
- In:
Econometrica : journal of the Econometric Society, an …
53
(
1985
)
2
,
pp. 385-407
Persistent link: https://www.econbiz.de/10002034261
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