ON THE ECONOMIC IMPACT OF MODELING NONLINEARITIES: THE ASSET PRICING EXAMPLE

DOI10.1017/S136510050605005XzbMath1102.91045OpenAlexW3124446953MaRDI QIDQ5489152

Prasad V. Bidarkota

Publication date: 25 September 2006

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s136510050605005x

zbMATH Keywords

asset pricingnonlinearitiesmumerical solutions

Mathematics Subject Classification ID

Cites Work

• Solving asset pricing models with Gaussian shocks
• Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
• Consumption asset pricing with stable shocks---exploring a solution and its implications for mean equity returns
• Exact solution of asset pricing models with arbitrary shock distributions
• If Nonlinear Models Cannot Forecast, What Use Are They?
• Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
• Asset Prices in an Exchange Economy
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

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