Lars Peter Hansen John Heaton (30 results)
- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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More images- Hardcover
Seller: Rarewaves.com USA, London, United KingdomRarewaves.com USA
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£ 27.93
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Hardback. Condition: New.
- Hardcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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£ 26.20
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- Hardcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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- Softcover
- Print on Demand
Seller: Forgotten Books, London, United KingdomForgotten Books
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£ 13.69
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Paperback. 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 estima…tors. 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.
- Softcover
Seller: moluna, Greven, Germanymoluna
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- Softcover
Seller: moluna, Greven, Germanymoluna
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£ 20.70
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Kartoniert / Broschiert. Condition: New.
- Softcover
- Print on Demand
Seller: PBShop.store US, Wood Dale, U.S.A.PBShop.store US
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£ 16.19
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PAP. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
- Hardcover
Seller: moluna, Greven, Germanymoluna
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£ 32.99
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Gebunden. Condition: New.
- Hardcover
Seller: moluna, Greven, Germanymoluna
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£ 32.99
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Condition: New.
- Softcover
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Seller: PBShop.store UK, Fairford, United KingdomPBShop.store UK
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£ 15.30
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PAP. 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.
- Hardcover
Seller: Rarewaves.com UK, London, United KingdomRarewaves.com UK
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£ 24.66
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Hardback. Condition: New.
- Softcover
- Print on Demand
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
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£ 18.69
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Condition: New. Print on Demand.
- Softcover
- Print on Demand
Seller: Books Puddle, New York, U.S.A.Books Puddle
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- Softcover
- Print on Demand
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
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£ 21.52
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- Hardcover
- Print on Demand
Seller: PBShop.store US, Wood Dale, U.S.A.PBShop.store US
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HRD. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
- Softcover
- Print on Demand
Seller: Biblios, frankfurt am main, GermanyBiblios
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£ 19.68
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- Softcover
- Print on Demand
Seller: Books Puddle, New York, U.S.A.Books Puddle
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£ 26.67
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- Softcover
- Print on Demand
Seller: Biblios, frankfurt am main, GermanyBiblios
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£ 22.29
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Condition: New. PRINT ON DEMAND.
- Hardcover
- Print on Demand
Seller: PBShop.store UK, Fairford, United KingdomPBShop.store UK
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£ 26.27
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HRD. 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.
- Hardcover
- Print on Demand
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
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£ 30.95
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Condition: New. Print on Demand.
- Hardcover
- Print on Demand
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
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£ 30.95
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Condition: New. Print on Demand.
- Hardcover
- Print on Demand
Seller: Books Puddle, New York, U.S.A.Books Puddle
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£ 35.85
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Condition: New. Print on Demand.
- Hardcover
- Print on Demand
Seller: Books Puddle, New York, U.S.A.Books Puddle
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£ 37.01
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- Hardcover
- Print on Demand
Seller: Biblios, frankfurt am main, GermanyBiblios
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£ 32.12
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Condition: New. PRINT ON DEMAND.
- Hardcover
- Print on Demand
Seller: Biblios, frankfurt am main, GermanyBiblios
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£ 32.94
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Condition: New. PRINT ON DEMAND.
More imagesEconometric evaluation of asset pricing models 1994 [Leather Bound]
Hansen, Lars Peter,Sloan School of Management,Heaton, John, Luttmer, Erzo Gerrit Jan,
- Hardcover
- Print on Demand
Seller: Gyan Books Pvt. Ltd., Delhi, IndiaGyan Books Pvt. Ltd.
Contact seller5-star sellerCondition: New
£ 25.35
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Add to basketLeather Bound. Condition: New. Language: English. Language: English. Presenting an Exquisite Leather-Bound Edition, expertly crafted with Original Natural Leather that gracefully adorns the spine and corners. The allure continues with Golden Leaf Printing that adds a touch of elegance, while Hand Embossing on the rounded spine l…ends an artistic flair. This masterpiece has been meticulously reprinted in 2025, utilizing the invaluable guidance of the original edition published many years ago in 1994. The contents of this book are presented in classic black and white. Its durability is ensured through a meticulous sewing binding technique, enhancing its longevity. Imprinted on top-tier quality paper. A team of professionals has expertly processed each page, delicately preserving its content without alteration. Due to the vintage nature of these books, every page has been manually restored for legibility. However, in certain instances, occasional blurriness, missing segments, or faint black spots might persist. We sincerely hope for your understanding of the challenges we faced with these books. Recognizing their significance for readers seeking insight into our historical treasure, we've diligently restored and reissued them. Our intention is to offer this valuable resource once again. We eagerly await your feedback, hoping that you'll find it appealing and will generously share your thoughts and recommendations. Lang: - English, Pages:- 74, Print on Demand. If it is a multi-volume set, then it is only a single volume. We are specialised in Customisation of books, if you wish to opt different color leather binding, you may contact us. This service is chargeable. Product Disclaimer: Kindly be informed that, owing to the inherent nature of leather as a natural material, minor discolorations or textural variations may be perceptible. Explore the FOLIO EDITION (12x19 Inches): Available Upon Request. 74 74.
More images- Hardcover
- Print on Demand
Seller: Gyan Books Pvt. Ltd., Delhi, IndiaGyan Books Pvt. Ltd.
Contact seller5-star sellerCondition: New
£ 25.35
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Add to basketLeather Bound. Condition: New. Language: English. Language: English. Presenting an Exquisite Leather-Bound Edition, expertly crafted with Original Natural Leather that gracefully adorns the spine and corners. The allure continues with Golden Leaf Printing that adds a touch of elegance, while Hand Embossing on the rounded spine l…ends an artistic flair. This masterpiece has been meticulously reprinted in 2025, utilizing the invaluable guidance of the original edition published many years ago in 1994. The contents of this book are presented in classic black and white. Its durability is ensured through a meticulous sewing binding technique, enhancing its longevity. Imprinted on top-tier quality paper. A team of professionals has expertly processed each page, delicately preserving its content without alteration. Due to the vintage nature of these books, every page has been manually restored for legibility. However, in certain instances, occasional blurriness, missing segments, or faint black spots might persist. We sincerely hope for your understanding of the challenges we faced with these books. Recognizing their significance for readers seeking insight into our historical treasure, we've diligently restored and reissued them. Our intention is to offer this valuable resource once again. We eagerly await your feedback, hoping that you'll find it appealing and will generously share your thoughts and recommendations. Lang: - English, Pages:- 74, Print on Demand. If it is a multi-volume set, then it is only a single volume. We are specialised in Customisation of books, if you wish to opt different color leather binding, you may contact us. This service is chargeable. Product Disclaimer: Kindly be informed that, owing to the inherent nature of leather as a natural material, minor discolorations or textural variations may be perceptible. Explore the FOLIO EDITION (12x19 Inches): Available Upon Request. 74 74.
More images- Hardcover
- Print on Demand
Seller: Gyan Books Pvt. Ltd., Delhi, IndiaGyan Books Pvt. Ltd.
Contact seller5-star sellerCondition: New
£ 29.38
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Add to basketLeather Bound. Condition: New. Language: English. Language: English. Presenting an Exquisite Leather-Bound Edition, expertly crafted with Original Natural Leather that gracefully adorns the spine and corners. The allure continues with Golden Leaf Printing that adds a touch of elegance, while Hand Embossing on the rounded spine l…ends an artistic flair. This masterpiece has been meticulously reprinted in 2025, utilizing the invaluable guidance of the original edition published many years ago in 1993. The contents of this book are presented in classic black and white. Its durability is ensured through a meticulous sewing binding technique, enhancing its longevity. Imprinted on top-tier quality paper. A team of professionals has expertly processed each page, delicately preserving its content without alteration. Due to the vintage nature of these books, every page has been manually restored for legibility. However, in certain instances, occasional blurriness, missing segments, or faint black spots might persist. We sincerely hope for your understanding of the challenges we faced with these books. Recognizing their significance for readers seeking insight into our historical treasure, we've diligently restored and reissued them. Our intention is to offer this valuable resource once again. We eagerly await your feedback, hoping that you'll find it appealing and will generously share your thoughts and recommendations. Lang: - English, Pages:- 84, Print on Demand. If it is a multi-volume set, then it is only a single volume. We are specialised in Customisation of books, if you wish to opt different color leather binding, you may contact us. This service is chargeable. Product Disclaimer: Kindly be informed that, owing to the inherent nature of leather as a natural material, minor discolorations or textural variations may be perceptible. Explore the FOLIO EDITION (12x19 Inches): Available Upon Request. 84 84.
