Pages that link to "Item:Q4900146"
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The following pages link to A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty (Q4900146):
Displaying 46 items.
- Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity (Q376839) (← links)
- Select the valid and relevant moments: an information-based Lasso for GMM with many moments (Q494181) (← links)
- Testing for weak identification in possibly nonlinear models (Q530604) (← links)
- What do interest rates reveal about the functioning of real business cycle models ? (Q671549) (← links)
- Optimal consumption and portfolio rules with durability and habit formation (Q673262) (← links)
- Seasonality and equilibrium business cycle theories (Q673801) (← links)
- Are consumption-based intertemporal capital asset pricing models structural? (Q808144) (← links)
- Statistical inference in dynamic panel data models (Q928910) (← links)
- The economic effects of immigration -- a dynamic analysis (Q953684) (← links)
- Price uncertainty and consumer welfare in an intertemporal setting (Q953688) (← links)
- Durability in consumption and the dynamics of the current account (Q956494) (← links)
- The effects of inflation in a small open economy with durability in consumption (Q965889) (← links)
- Monetary policy in a small open economy with durable goods and differing cash-in-advance constraints (Q974215) (← links)
- On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference (Q1000377) (← links)
- What do `residuals' from first-order conditions reveal about DGE models? (Q1027393) (← links)
- Rational expectations in the overlapping generations model (Q1064955) (← links)
- Existence and local uniqueness of functional rational expectations equilibria in dynamic economic models (Q1100997) (← links)
- A cointegration approach to estimating preference parameters (Q1265791) (← links)
- Optimal hedging under output price uncertainty (Q1278413) (← links)
- On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis (Q1292271) (← links)
- Nonconvexities, labor hoarding, technology shocks, and procyclical productivity. A structural econometric analysis (Q1347092) (← links)
- Nonparametric estimation of structural models for high-frequency currency market data (Q1347106) (← links)
- A generalized variance bounds test with an application to the Holt et al. inventory model (Q1349574) (← links)
- Measuring business cycles with business-cycle models (Q1350461) (← links)
- Reconciling the term structure of interest rates with the consumption-based ICAP model (Q1351345) (← links)
- Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator (Q1362034) (← links)
- Fiscal shocks and their consequences. (Q1427499) (← links)
- Consumption--leisure choice with habit formation (Q1589625) (← links)
- Improving consistent moment selection procedures for generalized method of moments estimation (Q1934071) (← links)
- Demographics and the natural real interest rate: historical and projected paths for the Euro Area (Q2054806) (← links)
- Predicting the VIX and the volatility risk premium: the role of short-run funding spreads volatility factors (Q2224982) (← links)
- International risk sharing in overlapping generations models (Q2328545) (← links)
- Testing overidentifying restrictions with a restricted parameter space (Q2334325) (← links)
- Tests of additional conditional moment restrictions (Q2398971) (← links)
- Shrinkage Empirical Likelihood Estimator in Longitudinal Analysis with Time‐Dependent Covariates—Application to Modeling the Health of Filipino Children (Q2861948) (← links)
- Calibration as estimation (Q3350612) (← links)
- OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY (Q3521285) (← links)
- THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS (Q4561971) (← links)
- ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS (Q4569584) (← links)
- A separability result for gmm estimation, with applications to gls prediction and conditional moment tests (Q4853086) (← links)
- ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION (Q4979318) (← links)
- Efficient Estimation with Many Weak Instruments Using Regularization Techniques (Q5864515) (← links)
- On the relevance of weaker instruments (Q5864655) (← links)
- Simple foreign exchange market efficiency revisited (Q5894563) (← links)
- Simple foreign exchange market efficiency revisited (Q5906660) (← links)
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (Q5931142) (← links)