A cointegration approach to estimating preference parameters (Q1265791): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Cotrending and the stationarity of the real interest rate / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large Sample Properties of Generalized Method of Moments Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Specification Tests in Econometrics / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Additive Preferences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical analysis of cointegration vectors / rank
 
Normal rank
Property / cites work
 
Property / cites work: A consistent test for the null of stationarity against the alternative of a unit root / rank
 
Normal rank
Property / cites work
 
Property / cites work: A cointegration approach to estimating preference parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Canonical Cointegrating Regressions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Properties of Residual Based Tests for Cointegration / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Formulation of Wald Tests of Nonlinear Restrictions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for unit roots in autoregressive-moving average models of unknown order / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Normality, When Regressors Have a Unit Root / rank
 
Normal rank

Latest revision as of 15:13, 28 May 2024

scientific article
Language Label Description Also known as
English
A cointegration approach to estimating preference parameters
scientific article

    Statements

    A cointegration approach to estimating preference parameters (English)
    0 references
    0 references
    0 references
    21 April 2003
    0 references
    consumption-based asset pricing
    0 references
    intertemporal elasticity of substitution
    0 references
    0 references

    Identifiers