Reference health
Give Me Strong Moments and Time: Combining GMM and SMM to Estimate the Long-Run Risk Asset Pricing Model
1 of 30 checkable references need attention · checked 2026-09-04
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
2 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
References needing attention
does not resolve to a known work10.1007/978-1-4899-3324-9
The 29 checked references that resolve
resolves10.1016/s0304-4076(98)00049-9
Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study
resolves10.1111/1468-0262.00036
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
resolves10.1111/j.1467-937x.2007.00454.x
Rational Pessimism, Rational Exuberance, and Asset Pricing Models
resolves10.3386/w18357
A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
resolves10.1111/j.1540-6261.2004.00670.x
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
resolves10.1561/104.00000004
The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment
resolves10.1016/j.jeconom.2014.11.003
Through the looking glass: Indirect inference via simple equilibria
resolves10.1086/250059
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
resolves10.1093/rfs/1.3.195
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
resolves10.2307/1913778
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
resolves10.2139/ssrn.2820506
Estimating the Long-Run Risk Asset Pricing Model with a Two-Step Indirect Inference Approach
resolves10.1111/1467-937x.00050
Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
resolves10.1016/0304-4076(93)01569-8
Quasi-maximum likelihood estimation of stochastic volatility models
resolves10.1016/S0304-4076(98)00016-5
Estimation of stochastic volatility models via Monte Carlo maximum likelihood
The 2 references without a DOI — listed, not checked
no DOI — not checkedref20
no DOI — not checkedref28
What this badge says. CiteStamped means the CHECKABLE references of this
work were clean at the dated check: each resolved to a known work in a public registry, and none
carried a retraction notice at that time. It says nothing about the quality, findings,
or importance of the work itself, and nothing about references deposited without a DOI.
checked 2026-09-04 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
Embed this badge
Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.
<a href="https://citestamp.com/citestamped/10.2139/ssrn.2508125"><img src="https://citestamp.com/citestamped/10.2139/ssrn.2508125/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.2508125)