Xu Cheng (University of Pennsylvania), "Conditional Inference for GMM Model Specification Test with Applications to Asset Pricing Models"
Xu Cheng (University of Pennsylvania)
(with Winston Wei Dou and Zhipeng Liao)
"Conditional Inference for GMM Model Specification Test with Applications to Asset Pricing Models”
Host: Saraswata Chaudhuri
Date: 25 October, 2019
Location: Leacock 429
Website: http://web.sas.upenn.edu/xucheng/