Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications (Q4729224): Difference between revisions
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Revision as of 17:06, 5 March 2024
scientific article; zbMATH DE number 4113822
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications |
scientific article; zbMATH DE number 4113822 |
Statements
Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications (English)
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1989
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nonparametric
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Hermite expansions
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conditional moment restrictions
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overidentifying restrictions
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intertemporal capital asset pricing model
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utility
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specification error
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limited information maximum likelihood
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seminonparametric
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