Nonparametric stochastic discount factor decomposition (Q4614973)
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scientific article; zbMATH DE number 7010493
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Nonparametric stochastic discount factor decomposition |
scientific article; zbMATH DE number 7010493 |
Statements
Nonparametric Stochastic Discount Factor Decomposition (English)
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1 February 2019
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nonparametric estimation
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sieve estimation
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stochastic discount factor
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permanent-transitory decomposition
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nonparametric value function estimation
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0.8240936398506165
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0.8240936398506165
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0.7403026223182678
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0.723942220211029
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0.7231548428535461
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