Generalized spectral estimation of the consumption-based asset pricing model (Q5952954): Difference between revisions

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Latest revision as of 22:15, 3 June 2024

scientific article; zbMATH DE number 1690620
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English
Generalized spectral estimation of the consumption-based asset pricing model
scientific article; zbMATH DE number 1690620

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    Generalized spectral estimation of the consumption-based asset pricing model (English)
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    2001
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    frequency domain
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    misspecification
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    rational expectations
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