NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Kenneth J. Singleton

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Working Papers

October 2010Estimation and Evaluation of Conditional Asset Pricing Models
with Stefan Nagel: w16457
December 2007How Sovereign is Sovereign Credit Risk?
with Francis A. Longstaff, Jun Pan, Lasse H. Pedersen: w13658
March 2001Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term Structure
with Qiang Dai: w8167
April 1999Transform Analysis and Asset Pricing for Affine Jump-Diffusions
with Darrell Duffie, Jun Pan: w7105
August 1997Specification Analysis of Affine Term Structure Models
with Qiang Dai: w6128
March 1997Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors
with Lars Peter Hansen: t0086
March 1990Simulated Moments Estimation of Markov Models of Asset Prices
with Darrell Duffie: t0087
July 1986A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty
with Martin S. Eichenbaum, Lars Peter Hansen: w1981
May 1986Do Equilibrium Real Business Cycle Theories Explain Post-War U.S. Business Cycles?
with Martin S. Eichenbaum: w1932
April 1986Asset Prices in a Time Series Model with Disparately Informed, Competative Traders
w1897
August 1984Modeling the Term Structure of Interest Rates Under Nonseparable Utilityand Duriability of Goods
with Kenneth B. Dunn: w1415

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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