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st: Hansen and Jagannathan distant
From
Luo Di <[email protected]>
To
[email protected]
Subject
st: Hansen and Jagannathan distant
Date
Tue, 8 Mar 2011 21:59:32 +0000
Dear all,
I want to know how to calculate the Hansen and Jagannathan distant
(Hansen and Jagannathan 1997) which is a measure of GMM model
misspecification?
Best Regards,
Luo Di
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