Skip to content
Kenneth J. Singleton

Adams Distinguished Professor in Management, Emeritus, Stanford Graduate School of Business

  • Home
  • About
    • Biography
    • C.V.
    • Awards and Prizes
  • Research
    • Books
    • Book Chapters
    • Published Papers
    • Working Papers
  • Teaching
    • Impact Investing
    • Dynamic Asset Pricing
    • Econometrics
    • Executive Education
  • Outside Activities
    • Editorial
    • Consulting
    • Nonprofit
    • Professional Service

Efficient Estimation of Linear Asset Pricing Models with Moving Average Errors

With L. Hansen.

Journal of Business and Economic Statistics, Vol. 114, No. 1, January 1996, 53-68.

http://www.jstor.org/stable/1392099

Tags: Econometric Methods, Equilibrium Asset Pricing
  • Privacy Policy
  • Dashboard
  • About
Copyright © 2023 Kenneth J. Singleton. All rights reserved.
Close Menu