ON THE ECONOMIC IMPACT OF MODELING NONLINEARITIES: THE ASSET PRICING EXAMPLE
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Publication:5489152
DOI10.1017/S136510050605005XzbMATH Open1102.91045OpenAlexW3124446953MaRDI QIDQ5489152FDOQ5489152
Authors: 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
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Cites Work
- 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
- Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
- Asset Prices in an Exchange Economy
- Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
- Consumption asset pricing with stable shocks---exploring a solution and its implications for mean equity returns
- Solving asset pricing models with Gaussian shocks
- Exact solution of asset pricing models with arbitrary shock distributions
- If Nonlinear Models Cannot Forecast, What Use Are They?
Cited In (3)
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