Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
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Publication:4729224
DOI10.2307/1913624zbMath0679.62096OpenAlexW2089861335MaRDI QIDQ4729224
George Tauchen, A. Ronald Gallant
Publication date: 1989
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/1ceda47b22cb637e68ad1daed7ea9c1f16c7d5f4
utilitynonparametricconditional moment restrictionsspecification errorlimited information maximum likelihoodHermite expansionsoveridentifying restrictionsintertemporal capital asset pricing modelseminonparametric
Applications of statistics to economics (62P20) Microeconomic theory (price theory and economic markets) (91B24)
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