Pages that link to "Item:Q4895060"
From MaRDI portal
The following pages link to Intertemporal Nonseparability or Borrowing Restrictions? A Disaggregate Analysis using a U.S. Consumption Panel (Q4895060):
Displayed 7 items.
- Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
- Consumption and habit formation when time horizon is finite (Q1046334) (← links)
- Interpreting the results of empirical analyses of intertemporal allocation: An identification problem (Q1389544) (← links)
- Does relative risk aversion vary with wealth? Evidence from households portfolio choice data (Q1655733) (← links)
- The large sample behaviour of the generalized method of moments estimator in misspecified models (Q1810674) (← links)
- Testing for intertemporal nonseparability (Q2452213) (← links)
- EXCESS SENSITIVITY, LIQUIDITY CONSTRAINTS, AND THE COLLATERAL ROLE OF HOUSING (Q3397756) (← links)