مرکز منطقه ای اطلاع رساني علوم و فناوري - Small sample properties of the GMM specification test based on the Hansen

Title of article :

Small sample properties of the GMM specification test based on the Hansen–Jagannathan distance

Author/Authors :

Seung C. Ahn، نويسنده , , Christopher Gadarowski، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2004

Pages :

From page :

109

To page :

132

Keywords :

Generalized Method of Moments , Empirical p-value , Pricing error , Hansen-Jagannathan distance , finite sample properties

Journal title :

Journal of Empirical Finance

Serial Year :

2004

Journal title :

Journal of Empirical Finance

Record number :

130760

Link To Document :