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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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Estimation of affine asset pricing models using the empirical characteristic function
Singleton, Kenneth J. - In: Journal of econometrics 102 (2001) 1, pp. 111
Persistent link: https://www.econbiz.de/10006774728
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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. 32-50
Persistent link: https://www.econbiz.de/10009996201
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Latent variable models for time series : a frequency domain approach with an application to the permanent income hypothesis
Geweke, John F.; Singleton, Kenneth J. - In: Journal of econometrics 17 (1981) 3, pp. 287-304
Persistent link: https://www.econbiz.de/10002419993
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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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Priors about observables in vector autoregressions
Jarociński, Marek; Marcet, Albert - In: Journal of econometrics 209 (2019) 2, pp. 238-255
Persistent link: https://www.econbiz.de/10012302586