Robuta

https://ideas.repec.org/a/bes/jnlbes/v14y1996i1p53-68.html Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors This paper studies alternative methods for estimating parameters from multiperiod conditional moment restrictions. The authors' discussion is couched in the... asset pricing models moving average efficient estimation linear https://ciencia.iscte-iul.pt/publications/10433/export Exportar - Conditional Moment Restriction Estimation of Asset Pricing Models: Some Preliminary... Sistema de gestão de informação científica do Iscte asset pricing models exportar conditional moment restriction https://researchonline.stthomas.edu/esploro/outputs/preprint/The-Predictability-Implied-by-Consumption-Based-Asset/991015469587203691 The Predictability Implied by Consumption-Based Asset Pricing Models: A Review of the Theory and... The consumption-based models have a lack of predictive power for explaining variability of stock returns. This paper examines two well-known models, Campbell... asset pricing models predictability implied consumption based https://ciencia.iscte-iul.pt/publications/conditional-moment-restriction-estimation-of-asset-pricing-models-some-preliminary-results/10433 Conditional Moment Restriction Estimation of Asset Pricing Models: Some Preliminary Results -... Sistema de gestão de informação científica do Iscte asset pricing models conditional moment restriction estimation