Browsing Produção Intelectual em Bases Externas by Title "Assessing misspecified asset pricing models with empirical likelihood estimators"

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Assessing misspecified asset pricing models with empirical likelihood estimators

Almeida, Caio Ibsen Rodrigues de; Garcia, René
2012-10

Hansen and Jagannathan (1997) compare misspecified asset pricing models based on least-square projections on a family of admissible stochastic discount factors. We extend their fundamental contribution by considering Minimum ...