Hansen Jagannathan distance (1997) test - SAS Support Communities

Fluorite | Level 6

Fluorite | Level 6

Hansen Jagannathan distance (1997) test

Posted 12-04-2021 09:26 AM (892 views)

What is the SAS Code used to run Hansen Jagannathan distance (1997) test for evaluating asset pricing models?

Upcoming Events

SAS Bowl LII, SAS Viya SDK for JavaScript | 18-Jun-2025
- Trivia
Ask the Expert: The Data Science Productivity Gains in the SAS® Viya® Modeling Experience | 19-Jun-2025
- Ask the Expert
- Webinar
Philadelphia SAS User Group Webinar with Jay Iyengar | 24-Jun-2025
- Users Groups
- Webinar
AI Explained: Techniques and Tricks to Improve the Interpretability of Machine Learning Models | 26-Jun-2025
- Ask the Expert
- Webinar
BASUG June Meeting & Training (In Person!) | 27-Jun-2025
- In Person
- Users Groups
Save the Date: WUSS 2025 in Universal City, CA, Sept. 3-5 | 03-Sep-2025
- In Person
- Users Groups
SESUG 2025 on the SAS Campus, Sept. 22-24 | 22-Sep-2025
- In Person
- Users Groups