tauchen4.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...
There are no views created for this resource yet.
Metadata
| Field | Value |
|---|---|
| Format | prg |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/2769f4b3-f1f4-4f4a-a4ce-5fa38f690e77/resource/5795adfe-b904-4e55-8b4a-60275d2185d0/download/tauchen4.prg |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
