A cointegration approach to estimating preference parameters

DOI10.1016/S0304-4076(97)00053-5zbMath1008.62714MaRDI QIDQ1265791

Masao Ogaki, Joon Y. Park

Publication date: 21 April 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

intertemporal elasticity of substitution; consumption-based asset pricing

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

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