Efficient estimation of linear asset-pricing models with moving average errors

Journal of Business and Economic Statistics

Volumn 14, Issue 1, 1996, Pages 53-68

  Hansen, Lars Peter ^a,b  

^a UNIVERSITY OF CHICAGO   (United States)

^b STANFORD UNIVERSITY   (United States)

Author keywords

Asset pricing; Asymptotic efficiency; Conditional moment restrictions; Generalized method of moments

Indexed keywords

EID: 0030529419     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1996.10524629     Document Type: Article

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