Research graph
References from Connections between entropic and linear projections in asset pricing estimation. Local targets link to admitted publications; unresolved targets remain external evidence.
Small-sample bias in GMM estimation of covariance structures
10.2307/1392447 · 1996 · External reference
Conditional market timing with benchmark investors
10.1016/s0304-405x(99)00006-9 · 1999 · External reference
Large deviations and strong mixing
1996 · External reference
Unresolved reference
1990 · External reference
Small-sample priorities of GMM-based Wald tests
10.2307/1392444 · 1996 · External reference
Unresolved reference
External reference
Maximum entropy and conditional probability
1981 · External reference
I-divergence geometry of probability distributions and minimization problems
10.1214/aop/1176996454 · 1975 · External reference
Sanov property, generalized I-projection, and a conditional limit theorem
10.1214/aop/1176993227 · 1984 · External reference
An extended maximum entropy principle and a Bayesian justification
1985 · External reference
Large deviations for a general class of random vectors
10.1214/aop/1176993370 · 1984 · External reference
Finite sample properties of the generalized method of moments in tests of conditional asset pricing models
10.1016/0304-405x(94)90029-9 · 1994 · External reference
Seasonality and consumption-based asset pricing
10.2307/2329114 · 1992 · External reference
Unresolved reference
External reference
Unresolved reference
1994 · External reference
Large sample properties of generalized methods of moments estimators
10.2307/1912775 · 1982 · External reference
Implications of security market data for models of dynamic economies
10.1086/261749 · 1991 · External reference
Assessing specification errors in stochastic discount factor models
10.2307/2329490 · 1997 · External reference
One-step estimators for over-identified generalized method of moments models
10.2307/2971718 · 1997 · External reference
Information theoretic approaches to inference in moment condition models
10.2307/2998561 · 1998 · External reference
Empirical likelihood methods with weakly dependent processes
10.1214/aos/1069362388 · 1997 · External reference
An information–theoretic alternative to generalized method of moments estimation
10.2307/2171942 · 1997 · External reference
Unresolved reference
1959 · External reference
Unresolved reference
1988 · External reference
Empirical likelihood and general estimating equations
10.1214/aos/1176325370 · 1994 · External reference
A Bayesian approach to diagnosis of asset pricing models
10.1016/0304-4076(94)01656-k · 1995 · External reference
Maximum likelihood estimation of misspecified models
10.2307/1912526 · 1982 · External reference
