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Connections between entropic and linear projections in asset pricing estimation

, and . Journal of Econometrics, 107 (1-2): 159--174 (March 2002)

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Portfolio choice with endogenous utility: a large deviations approach. Journal of Econometrics, 116 (1-2): 365--386 (00 2003)A Bayesian approach to diagnosis of asset pricing models. Journal of Econometrics, 68 (2): 367--397 (August 1995)Connections between entropic and linear projections in asset pricing estimation, and . Journal of Econometrics, 107 (1-2): 159--174 (March 2002)Chaotic dynamics and bifurcation in a macro model. Journal of Economic Dynamics and Control, (1980)Comparative statics for integrable Nash equilibria. Economics Letters, 23 (1): 19--21 (1987)Another note on deadweight loss. Journal of Public Economics, 18 (2): 277--284 (July 1982)