Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models
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.
Bibliographic InfoPaper provided by Carnegie Mellon University, Tepper School of Business in its series GSIA Working Papers with number 34.
Date of creation: Dec 1996
Date of revision:
Contact details of provider:
Postal: Tepper School of Business, Carnegie Mellon University, 5000 Forbes Avenue, Pittsburgh, PA 15213-3890
Web page: http://www.tepper.cmu.edu/
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Martin, Vance L. & Wilkins, Nigel P., 1999.
"Indirect estimation of ARFIMA and VARFIMA models,"
Journal of Econometrics,
Elsevier, vol. 93(1), pages 149-175, November.
- Pieter J. Van Der Sluis, 1998.
"Computationally attractive stability tests for the efficient method of moments,"
Royal Economic Society, vol. 1(Conferenc), pages C203-C227.
- Pieter J. van der Sluis, 1997. "Computationally Attractive Stability Tests for the Efficient Method of Moments," Tinbergen Institute Discussion Papers 97-087/4, Tinbergen Institute.
- Thomas D. Tallarini, Jr. & Harold H. Zhang, 2005.
"External Habit and the Cyclicality of Expected Stock Returns,"
The Journal of Business,
University of Chicago Press, vol. 78(3), pages 1023-1048, May.
- Thomas D. Tallarini, Jr. & Harold H. Zhang, 2005. "External habit and the cyclicality of expected stock returns," Finance and Economics Discussion Series 2005-27, Board of Governors of the Federal Reserve System (U.S.).
- Thomas Tallarini & Harold Zhang, . "External Habit and the Cyclicality of Expected Stock Returns," GSIA Working Papers 1997-26, Carnegie Mellon University, Tepper School of Business.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Steve Spear).
If references are entirely missing, you can add them using this form.