Evaluating Empirical Tests of Asset Pricing Models: Alternative Interpretations
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by American Economic Association in its journal American Economic Review.
Volume (Year): 80 (1990)
Issue (Month): 2 (May)
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Lungu, Laurian & Minford, Patrick, 2005.
"Explaining The Equity Risk Premium,"
CEPR Discussion Papers
5017, C.E.P.R. Discussion Papers.
- Dridi, Ramdan & Guay, Alain & Renault, Eric, 2007. "Indirect inference and calibration of dynamic stochastic general equilibrium models," Journal of Econometrics, Elsevier, vol. 136(2), pages 397-430, February.
- Moore, Bartholomew & Schaller, Huntley, 1996.
"Learning, regime switches, and equilibrium asset pricing dynamics,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 20(6-7), pages 979-1006.
- Bartholomew Moore & Huntley Schaller, 1997. "Learning, Regime Switches, and Equilibrium Asset Pricing Dynamics," Departmental Working Papers 199501, Rutgers University, Department of Economics.
- Marchese, Carla & Privileggi, Fabio, 1997.
"Taxpayers' Attitudes toward Risk and Amnesty Participation: Economic Analysis and Evidence for the Italian Case,"
Public Finance = Finances publiques,
, vol. 52(3-4), pages 394-410.
- Marchese, Carla & Privileggi, Fabio, 1999. "Taxpayers Attitudes Toward Risk and Amnesty Participation: Economic Analysis and Evidence for the Italian Case," POLIS Working Papers 6, Institute of Public Policy and Public Choice - POLIS.
- Marco Antonio Bonomo & Rene Garcia, 1993.
"Disappointment aversion as a solution to the equity premium and the risk-free rate puzzles,"
Textos para discussÃ£o
308, Department of Economics PUC-Rio (Brazil).
- Garcia, R. & Bonomo, M., 1993. "Disappointment Aversion as a Solution to the Equity Premium and the Risk- Free Rate Puzzles," Cahiers de recherche 9334, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Marco Bonomo & René Garcia, 1994. "Disappointment Aversion as a Solution to the Equity Premium and the Risk-Free Rate Puzzles," CIRANO Working Papers 94s-14, CIRANO.
- Nelson, Charles R & Piger, Jeremy & Zivot, Eric, 2001.
"Markov Regime Switching and Unit-Root Tests,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 19(4), pages 404-15, October.
- Charles R. Nelson & Jeremy Piger & Eric Zivot, 2000. "Markov regime-switching and unit root tests," International Finance Discussion Papers 683, Board of Governors of the Federal Reserve System (U.S.).
- Charles Nelson & Eric Zivot & Jeremy M. Piger, 2001. "Markov regime switching and unit root tests," Working Papers 2001-013, Federal Reserve Bank of St. Louis.
- Charles Nelson & Jeremy Piger & Eric Zivot, 1999.
"Unit Root Tests in the Presence of Markov Regime-Switching,"
Discussion Papers in Economics at the University of Washington
0040, Department of Economics at the University of Washington.
- Charles Nelson & Jeremy Piger & Eric Zivot, 1999. "Unit Root Tests in the Presence of Markov Regime-Switching," Working Papers 0040, University of Washington, Department of Economics.
- Rubens Penha Cysne, 2005.
"Equity-Premium Puzzle: Evidence From Brazilian Data,"
Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting]
088, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Cysne, Rubens Penha, 2005. "Equity-Premium Puzzle: Evidence From Brazilian Data," Economics Working Papers (Ensaios Economicos da EPGE) 586, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Hamilton, James D., 1996. "Specification testing in Markov-switching time-series models," Journal of Econometrics, Elsevier, vol. 70(1), pages 127-157, January.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Jane Voros) or (Michael P. Albert).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.