Assessing misspecified asset pricing models with empirical likelihood estimators

By Caio Almeida, René Garcia. 2012

75 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/b464de53de7e1fc40d135807592cbd1eceab71ca

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Nikolay Gospodinov
2. Raymond Kan
3. Cesare Robotti
4. Barbara Rossi

In Finance

1. Nikolay Gospodinov
2. Raymond Kan
3. Cesare Robotti

Citations in the corpus

• Chi-Squared Tests for Evaluation and Comparison of Asset Pricing Models (2013, background): “Almeida and Garcia (2012) consider estimation and inference in SDF models based on more general minimum discrepancy measures of model misspecification.”