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Testing specifications of economic agents' intertemporal optimum problems in the presence of alternative models
Singleton, Kenneth J. - In: Journal of econometrics 30 (1985) 1
Persistent link: https://www.econbiz.de/10001265912
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Estimation of affine asset pricing models using the empirical characteristic function
Singleton, Kenneth J. - In: Journal of econometrics 102 (2001) 1, pp. 111-141
Persistent link: https://www.econbiz.de/10001575288
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Term structure models and the zero bound : an empirical investigation of Japanese yields
Kim, Don H.; Singleton, Kenneth J. - In: Journal of econometrics 170 (2012) 1, pp. 32-49
Persistent link: https://www.econbiz.de/10009673160
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Proofs for large sample properties of generalized method of moments estimators
Hansen, Lars Peter - In: Journal of econometrics 170 (2012) 2, pp. 325-330
Persistent link: https://www.econbiz.de/10009685910
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Spectral methods for identifying scalar diffusions
Hansen, Lars Peter - In: Journal of econometrics 86 (1998) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10001243868
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Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
Gallant, A. Ronald - In: Journal of econometrics 45 (1990) 1, pp. 141-179
Persistent link: https://www.econbiz.de/10001332076
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Nonlinearity and temporal dependence
Chen, Xiaohong; Hansen, Lars Peter; Carrasco, Marine - In: Journal of econometrics 155 (2010) 2, pp. 155-169
Persistent link: https://www.econbiz.de/10003966974
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Underidentification?
Arellano, Manuel; Hansen, Lars Peter; Sentana, Enrique - In: Journal of econometrics 170 (2012) 2, pp. 256-280
Persistent link: https://www.econbiz.de/10009685920
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Examining macroeconomic models through the lens of asset pricing
Borovička, Jaroslav; Hansen, Lars Peter - In: Journal of econometrics 183 (2014) 1, pp. 67-90
Persistent link: https://www.econbiz.de/10010506087
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Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of econometrics 223 (2021) 1, pp. 222-250
Persistent link: https://www.econbiz.de/10012619969