Hypothesis testing and finite sample properties of generalized method of moments estimators: a Monte Carlo study
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- Gomes, Fábio Augusto Reis & Ribeiro, Priscila Fernandes, 2015. "Estimating the elasticity of intertemporal substitution taking into account the precautionary savings motive," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 108-123.
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"Structural stochastic volatility in asset pricing dynamics: Estimation and model contest,"
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