Efficient, Regression-Based Estimation of Dynamic Asset Pricing Models-Reference-Cited by-同舟云学术

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Efficient, Regression-Based Estimation of Dynamic Asset Pricing Models

Published:2012 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Adrian Tobias,Crump Richard K.,Moench Emanuel

Publisher

Elsevier BV

Reference69 articles.

1. Decomposing Real and Nominal Yield Curves;M G Abrahams;Staff Report,2014

2. Pricing the Term Structure with Linear Regressions;T Adrian;Journal of Financial Economics,2013

3. Pricing the Term Structure with Linear Regressions;T Adrian;Federal Reserve Bank of New York Staff Reports,2008

4. Two-Pass Cross-Sectional Regression of Factor Pricing Models: Minimum Distance Approach

5. Consistent Model and Moment Selection Procedures for GMM Estimation with Application to Dynamic Panel Data Models;D W K Andrews;Journal of Econometrics,2001

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The Safety Trap;SSRN Electronic Journal;2014

2. Momentum and the Term Structure of Interest Rates;SSRN Electronic Journal;2013

3. The Empirical Implications of the Interest-Rate Lower Bound;SSRN Electronic Journal;2012

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