hjtsgmm.prg
Creators:
Christopher Otrok
;
B. Ravikumar
;
Charles H. Whiteman
From the dataset abstract
We use recent statistical tests, based on a distance between the model and the Hansen-Jagannathan bound, to compute the rejection rates of true models. For asset-pricing models with...
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Metadata
| Field | Value |
|---|---|
| Format | prg |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/1c2377f3-91bb-42e1-8ef3-354437f84c54/resource/cf8f55b2-72bb-43bf-be02-21fd69cfffc0/download/hjtsgmm.prg |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
