Econometric Evaluation of Asset Pricing Models

By Lars Peter Hansen, J. Heaton, Erzo G. J. Luttmer. 2011

118 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/af62605176290666c3f02461aef6da24734780bb

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In Economics and Econometrics

1. Andrés Santos
2. Hiroaki Kaido
3. Ivan A. Canay

In Finance

1. Andrés Santos

Citations in the corpus

• Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities (2014, background): “2 in Dembo and Zeitouni (1998). Let F denote the set of scalar bounded measurable functions on X and for every (f, ν) ∈ F ×M define pf : M→ R by pf (ν) ≡ ∫ f(x)dν(x).”