Further results on the limiting distribution of GMM sample moment conditions
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- Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2012. "Further Results on the Limiting Distribution of GMM Sample Moment Conditions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(4), pages 494-504, May.
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- Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare, 2013.
"Chi-squared tests for evaluation and comparison of asset pricing models,"
Journal of Econometrics,
Elsevier, vol. 173(1), pages 108-125.
- Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2011. "Chi-squared tests for evaluation and comparison of asset pricing models," FRB Atlanta Working Paper 2011-08, Federal Reserve Bank of Atlanta.
- Khalaf, Lynda & Schaller, Huntley, 2016. "Identification and inference in two-pass asset pricing models," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 165-177.
- Fletcher, Jonathan, 2014. "Benchmark models of expected returns in U.K. portfolio performance: An empirical investigation," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 30-46.
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