Browsing by Author "Craig Burnside, A"
Now showing items 1-3 of 3
-
Consistency of a method of moments estimator based on numerical solutions to asset pricing models
(Econometric Theory, 1993-01-01)This paper considers the properties of estimators based on numerical solutions to a class of economic models. In particular, the numerical methods discussed are those applied in the solution of linear integral equations, ... -
Hansen-jagarsnathan bounds as classical tests of asset-pricing models
(Journal of Business and Economic Statistics, 1994-01-01)In this article, tests of the implications of consumption-based asset-pricing models are developed. Four of these tests are based on variance bounds for intertemporal marginal rates of substitution introduced by Hansen and ... -
Production function regressions, returns to scale, and externalities
(Journal of Monetary Economics, 1996-04-01)A number of recent papers have used simple linear regressions in an attempt to identify market structure, the extent of returns to scale, and possible external effects in U.S. manufacturing industries. The results obtained ...
