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Finite sample properties of tests of the Epstein-Zin asset pricing model

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Author Info
Smith, David C.
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 93 (1999)
Issue (Month): 1 (November)
Pages: 113-148
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Handle: RePEc:eee:econom:v:93:y:1999:i:1:p:113-148

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Web page: http://www.elsevier.com/locate/jeconom

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  1. A. Johri & M-A. Letendre, 2001. "Labour Market Dynamics in RBC Models," Department of Economics Working Papers 2001-03, McMaster University. [Downloadable!]
  2. Alok Johri and Marc-André Letendre, 2006. "What do “residuals” from first-order conditions reveal about DGE models?," Department of Economics Working Papers 2006-01, McMaster University. [Downloadable!]
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  3. Qiang Zhang, 2004. "Accounting for Human Capital and Weak Identification in Evaluating the Esptein-Zin-Weil Non-Expected Utility Model of Asset Pricing," CIRJE F-Series CIRJE-F-289, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
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