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isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
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Christensen, Timothy M.
1
Gagliardini, Patrick
1
Koijen, Ralph S. J.
1
Luttmer, Erzo Gerrit Jan
1
Ossola, Elisa
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Philipson, Tomas J.
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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
Journal of financial economics
75
Journal of empirical finance
52
Working paper / National Bureau of Economic Research, Inc.
49
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NBER working paper series
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Finance research letters
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International review of financial analysis
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International review of economics & finance : IREF
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NBER Working Paper
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of financial and quantitative analysis : JFQA
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The European journal of finance
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Journal of econometrics
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Review of quantitative finance and accounting
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Research in international business and finance
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Discussion paper / Centre for Economic Policy Research
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Journal of risk and financial management : JRFM
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Economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Review of finance : journal of the European Finance Association
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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:
5
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:
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