RATS programs to replicate Burnside's JBES 1994 paper on asset pricing
AbstractReplication of Burnside(1994), "Hansen-Jagannathan Bounds as Classical Tests of Asset-Pricing Models," Journal of Business & Economic Statistics, vol. 12, no 1, pages 57-79.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number RTZ00027.
Programming language: RATS
Requires: RATS 7.00
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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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Other versions of this item:
- Burnside, Craig, 1994. "Hansen-Jagannathan Bounds as Classical Tests of Asset-Pricing Models," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 12(1), pages 57-79, January.
- Ravi Jagannathan in Wikipedia English ne '')
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