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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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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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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
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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
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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
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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
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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
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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
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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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Observing unobservables : identifying information asymmetries with a consumer credit field experiment
Karlan, Dean; Zinman, Jonathan - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 6, pp. 1993-2008
Persistent link: https://www.econbiz.de/10003943454