Estimating Intertemporal Allocation Parameters using Synthetic Residual Estimation

DOI10.1111/J.1467-937X.2010.00607.XzbMATH Open1202.91262OpenAlexW2019484213MaRDI QIDQ3065352FDOQ3065352

Sule Alan, Martin Browning

Publication date: 5 January 2011

Published in: Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-937x.2010.00607.x

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Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cited In (4)

• Interpreting the results of empirical analyses of intertemporal allocation: An identification problem
• Risk aversion in a model of endogenous growth
• MODELING MOVEMENTS IN INDIVIDUAL CONSUMPTION: A TIME-SERIES ANALYSIS OF GROUPED DATA
• Micro-Level Estimation of Optimal Consumption Choice With Intertemporal Nonseparability in Preferences and Measurement Errors

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