مرکز منطقه ای اطلاع رساني علوم و فناوري - GMM tests of stochastic discount factor models with useless factors

Title of article :

GMM tests of stochastic discount factor models with useless factors

Author/Authors :

Raymond Kan، نويسنده , , Chu Zhang، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1999

Pages :

From page :

103

To page :

127

Keywords :

Generalized method of moments , Nonidenti"ability , Misspeci"cation , Useless factors , Stochastic discount factor models

Journal title :

Journal of Financial Economics

Serial Year :

1999

Journal title :

Journal of Financial Economics

Record number :

257394

Link To Document :