Research


Statistical Test of Contingent Claims Asset-Pricing Models: A New Methodology

Journal of Financial Economics 17 (1986), 143-173.

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Logit Versus Discriminant Analysis: A Specification Test with Applications to Corporate Bankruptcies

Journal of Econometrics 31 (1986), 151-178.

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A Large-Sample Chow Test for the Single Linear Simultaneous Equation

with Whitney Newey, Economics Letters 19 (1985), 351-353.

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