RATS programs to replicate Burnside's JBES 1994 paper on asset pricing

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Replication of Burnside(1994), "Hansen-Jagannathan Bounds as Classical Tests of Asset-Pricing Models," Journal of Business & Economic Statistics, vol. 12, no 1, pages 57-79.

Language: RATS
Requires: RATS 7.00
Keywords: Hansen-Jagannathan; bounds (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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Downloads: (external link)
https://www.estima.com/procs_perl/burnsidejbes1994.zip (application/zip)

Related works:
Journal Article: Hansen-Jagannathan Bounds as Classical Tests of Asset-Pricing Models (1994)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00027

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