Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications

DOI10.2307/1913624zbMath0679.62096OpenAlexW2089861335MaRDI QIDQ4729224

Publication date: 1989

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/1ceda47b22cb637e68ad1daed7ea9c1f16c7d5f4

zbMATH Keywords

utility nonparametric conditional moment restrictions specification error limited information maximum likelihood Hermite expansions overidentifying restrictions intertemporal capital asset pricing model seminonparametric

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Microeconomic theory (price theory and economic markets) (91B24)

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