Order Total (1 Item Items):
Shipping Destination:
Hansen Lars Peter Heaton John (32 results)
Feedback
Skip to main search results
Search filters
Product Type
- All Product Types
- Books (32)
- Magazines & Periodicals (No further results match this refinement)
- Comics (No further results match this refinement)
- Sheet Music (No further results match this refinement)
- Art, Prints & Posters (No further results match this refinement)
- Photographs (No further results match this refinement)
- Maps (No further results match this refinement)
- Manuscripts & Paper Collectibles (No further results match this refinement)
Condition Learn more
- New (29)
- As New, Fine or Near Fine (No further results match this refinement)
- Very Good or Good (No further results match this refinement)
- Fair or Poor (No further results match this refinement)
- As Described (3)
Binding
Collectible Attributes
- First Edition (No further results match this refinement)
- Signed (No further results match this refinement)
- Dust Jacket (No further results match this refinement)
- Seller-Supplied Images (8)
- Not Print on Demand (19)
Language (2)
Free Shipping
Seller Location
Seller Rating
-
Condition: New. SUPER FAST SHIPPING.
-
Condition: New. SUPER FAST SHIPPING.
-
Condition: New.
-
Condition: New.
-
Econometric Evaluation of Asset Pricing Models
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 13.61
Convert currency£ 11.98 shipping from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In.
-
Finite Sample Properties of Some Alternative GMM Estimators
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 13.61
Convert currency£ 11.98 shipping from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In.
-
Condition: New. SUPER FAST SHIPPING.
-
Condition: New. SUPER FAST SHIPPING.
-
Condition: New.
-
Condition: New.
-
Econometric Evaluation of Asset Pricing Models
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 25.83
Convert currency£ 11.98 shipping from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In.
-
Finite Sample Properties of Some Alternative GMM Estimators
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 25.83
Convert currency£ 11.98 shipping from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In.
-
£ 19.53
Convert currencyFree shipping from India to U.S.A.Quantity: Over 20 available
Add to basket -
£ 19.53
Convert currencyFree shipping from India to U.S.A.Quantity: Over 20 available
Add to basket -
£ 13.47
Convert currencyFree shipping from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketPaperback. Condition: New. Print on Demand. This book dissects the limitations of traditional econometric methods commonly used in the study of asset pricing models. The author proposes alternative estimators that are asymptotically efficient. These methods are categorized into two-step, iterative, and continuous-updating estimators. The author then compares the finite sample properties of each, including bias, efficiency, coverage accuracy, and power. Using simulations calibrated to monthly and annual time series data, the author demonstrates that two-step and iterative estimators often suffer from severe finite sample biases and exhibit substantial size distortions in tests of overidentifying restrictions. In contrast, the continuous-updating estimator performs well, even in small samples, and often outperforms the other estimators. Notably, the continuous-updating estimator is invariant to how the moment conditions are scaled. The author's findings suggest that researchers should reconsider their traditional reliance on two-step and iterative GMM estimators in favor of continuous-updating GMM, especially when sample sizes are small or when the moment conditions are nonlinear in the parameters of interest. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.
-
£ 20.65
Convert currency£ 42.54 shipping from Germany to U.S.A.Quantity: Over 20 available
Add to basketCondition: New.
-
£ 20.65
Convert currency£ 42.54 shipping from Germany to U.S.A.Quantity: Over 20 available
Add to basketKartoniert / Broschiert. Condition: New.
-
£ 25.37
Convert currencyFree shipping from India to U.S.A.Quantity: Over 20 available
Add to basket -
PAP. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
-
PAP. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
-
£ 32.84
Convert currency£ 42.54 shipping from Germany to U.S.A.Quantity: Over 20 available
Add to basketGebunden. Condition: New.
-
£ 32.84
Convert currency£ 42.54 shipping from Germany to U.S.A.Quantity: Over 20 available
Add to basketGebunden. Condition: New.
-
Finite Sample Properties of Some Alternative GMM Estimators
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 5 out of 5 stars
£ 15.55
Convert currency£ 3.29 shipping from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketPAP. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
-
Econometric Evaluation of Asset Pricing Models
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 5 out of 5 stars
£ 15.55
Convert currency£ 3.29 shipping from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketPAP. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
-
£ 20.50
Convert currency£ 6.50 shipping from United Kingdom to U.S.A.Quantity: 4 available
Add to basketCondition: New. Print on Demand.
-
HRD. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
-
Condition: New. PRINT ON DEMAND.
-
Finite Sample Properties of Some Alternative GMM Estimators
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 5 out of 5 stars
£ 26.52
Convert currency£ 4.16 shipping from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketHRD. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
-
£ 31.01
Convert currency£ 6.50 shipping from United Kingdom to U.S.A.Quantity: 4 available
Add to basketCondition: New. Print on Demand.
-
£ 31.43
Convert currency£ 6.50 shipping from United Kingdom to U.S.A.Quantity: 4 available
Add to basketCondition: New. Print on Demand.
![Seller image for Econometric evaluation of asset pricing models 1994 [Leather Bound] for sale by Gyan Books Pvt. Ltd.](https://pictures.abebooks.com/inventory/md/md31423646272.jpg)
![Seller image for Finite sample properties of some alternative GMM estimators 1994 [Leather Bound] for sale by Gyan Books Pvt. Ltd.](https://pictures.abebooks.com/inventory/md/md31423656948.jpg)
![Seller image for Econometric evaluation of asset pricing models 1993 [Leather Bound] for sale by Gyan Books Pvt. Ltd.](https://pictures.abebooks.com/inventory/md/md31423674410.jpg)