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

Title:	Chi-squared tests for evaluation and comparison of asset pricing models
Authors:	Gospodinov, N Kan, R Robotti, C
Item Type:	Journal Article
Issue Date:	1-Mar-2013
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
Publication Status:	Published
Appears in Collections:	Imperial College Business School