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~subject:"Estimation"
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Robustness and US Monetary
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1
Idiosyncratic risk and the equity premium : evidence from consumer expenditure survey
Cogley, Timothy
- In:
Journal of monetary economics
49
(
2002
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10001658802
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2
A frequency decomposition of approximation errors in stochastic discount factor models
Cogley, Timothy
-
1997
Persistent link: https://www.econbiz.de/10001362976
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3
Idiosyncratic risk and the equity premium : evidence from the consumer expenditure survey
Cogley, Timothy
-
1998
Persistent link: https://www.econbiz.de/10001365764
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4
Output dynamics in real-business-cycle models
Cogley, Timothy
- In:
The American economic review
85
(
1995
)
3
,
pp. 492-511
Persistent link: https://www.econbiz.de/10001184382
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5
A frequency decomposition of approximation errors in stochastic discount factor models
Cogley, Timothy
- In:
International economic review
42
(
2001
)
2
,
pp. 473-503
Persistent link: https://www.econbiz.de/10001577913
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6
Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter
;
Jagannathan, Ravi
-
1994
Persistent link: https://www.econbiz.de/10000910153
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7
Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter
;
Jagannathan, Ravi
-
1994
Persistent link: https://www.econbiz.de/10000883126
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8
Asset pricing explorations for macroeconomics
Cochrane, John H.
- In:
NBER macroeconomics annual
(
1992
),
pp. 115-165
Persistent link: https://www.econbiz.de/10001158122
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9
Short-term interest rates as subordinated diffusions
Conley, Timothy G.
;
Hansen, Lars Peter
;
Luttmer, Erzo …
- In:
The review of financial studies
10
(
1997
)
3
,
pp. 525-577
Persistent link: https://www.econbiz.de/10001227983
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10
Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 557-590
Persistent link: https://www.econbiz.de/10001222442
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