Chi-squared tests for evaluation and comparison of asset pricing models

File(s)

Journal of Econometrics_173_1_2013.pdf (361.5 KB)

Accepted version

Show more

Author(s)

Gospodinov, N

Kan, R

Robotti, C

Type

Journal Article

Date Issued

2013-03-01

URI

http://hdl.handle.net/10044/1/18164

DOI

http://dx.doi.org/10.1016/j.jeconom.2012.11.002

ISSN

0304-4076

Publisher

ELSEVIER SCIENCE SA

Start Page

108

End Page

125

Journal / Book Title

JOURNAL OF ECONOMETRICS

Volume

173

Issue

1

Copyright Statement

Copyright © 2013 Elsevier Ltd. All rights reserved. NOTICE: this is the author’s version of a work that was accepted for publication in Journal of Econometrics. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Journal of Econometrics, 173(1), 2013. DOI:10.1016/j.jeconom.2012.11.002

License URL

http://www.rioxx.net/licenses/all-rights-reserved

Identifier

http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=000314623300007&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202

Publication Status

Published