Chi-Squared Tests for Evaluation and Comparison of Asset Pricing Models

By Nikolay Gospodinov, Raymond Kan, Cesare Robotti. 2013

54 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/0a925c430d6117125220aef1594dd4aa3d93474a

Citations in the corpus

• Robust Inference for Consumption‐Based Asset Pricing (2019, unknown): “On the other hand, when T is much larger than N, the F -test in (16) is identical to the Wald-test in (15).”