hjtsgmm.prg
Creators:
Christopher Otrok
;
B. Ravikumar
;
Charles H. Whiteman
From the dataset abstract
We use recent statistical tests, based on a distance between the model and the Hansen-Jagannathan bound, to compute the rejection rates of true models. For asset-pricing models with...
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Metadata
| Field | Value |
|---|---|
| Format | prg |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/2769f4b3-f1f4-4f4a-a4ce-5fa38f690e77/resource/bad5e3d6-45f4-4b58-9efd-8459c6e58ab8/download/hjtsgmm.prg |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
