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• Allan W. Gregory
• Gregor W. Smith

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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 38 (1992)
Issue (Month): 3 (March)
Pages: 263-267
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Handle: RePEc:eee:ecolet:v:38:y:1992:i:3:p:263-267

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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Christopher J. Neely, 1995. "Testing asset pricing models with Euler equations: it's worse than you think," Working Papers 1995-018, Federal Reserve Bank of St. Louis. [Downloadable!]
2. Raymond Kan & Cesare Robotti, 2008. "The exact distribution of the Hansen-Jagannathan bound," Working Paper 2008-09, Federal Reserve Bank of Atlanta. [Downloadable!]
3. Christopher Otrok & B. Ravikumar & Charles H. Whiteman, 2002. "Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(2), pages 149-174. [Downloadable!]
   Other versions:
   • Christopher Otrok & B. Ravikumar & Charles H. Whiteman, 2000. "Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation," Virginia Economics Online Papers 350, University of Virginia, Department of Economics. [Downloadable!]
   • Otrok, Christopher & Ravikumar, B. & Whiteman, Charles H., 1998. "Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation," Working Papers 99-01, University of Iowa, Department of Economics, revised Jan 1999. [Downloadable!]

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This page was last updated on 2009-12-3.