; ; ; "ActiveFedora::Aggregation::ListSource" . a , ; "Econometric Evaluation of Asset Pricing Models"; ; "batchuser@example.com"; "Jagannathan, Ravi", "Ferson, Wayne E."; "Federal Reserve Bank of Minneapolis"; "We provide a brief review of the techniques that are based on the Generalized Method of Moments (GMM) and used for evaluating capital asset pricing models. We first develop the CAPM and multi-beta models and discuss the classical two-stage regression method originally used to evaluate them. We then describe the pricing kernel representation of a generic asset pricing model; this representation facilitates use of the GMM in a natural way for evaluating the conditional and unconditional versions of most asset pricing models. We also discuss diagnostic methods that provide additional insights."^^; "1996-01"; "2019-08-21T04:11:48.093570149+00:00"^^; "https://doi.org/10.21034/sr.206"; ; "https://creativecommons.org/licenses/by-nc/4.0/"; "Thu Nov 7 22:07:44 2019"; "https://creativecommons.org/licenses/by-nc/4.0/"; "Research Paper"; "365", "236"; "Staff report (Federal Reserve Bank of Minneapolis. Research Department)"; "206"; ; ; ; ; "Federal Reserve Bank of Minneapolis. Research Department"; "Published in: _Handbook of Statistics_ (Vol. 14, 1996, pp. 1-33) https://doi.org/10.1016/S0169-7161(96)14003-7. "^^; ; "Publication" . ; .