Improvement in finite sample properties of the Hansen–Jagannathan distance test

Journal of Empirical Finance - Tập 16 - Trang 483-506 - 2009
Yu Ren1, Katsumi Shimotsu2
1Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, Fujian, 361005 China
2Department of Economics, Queen's University Kingston, Ontario, Canada K7L 3N6

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