Pages that link to "Item:Q3962395"
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The following pages link to Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models (Q3962395):
Displaying 50 items.
- Semiparametric dynamic portfolio choice with multiple conditioning variables (Q308381) (← links)
- Comparative statics effects independent of the utility function. When do we act the same way under risk? (Q320041) (← links)
- Approximate maximum entropy on the mean for instrumental variable regression (Q433589) (← links)
- Underidentification? (Q528042) (← links)
- CUE with many weak instruments and nearly singular design (Q528057) (← links)
- Assessing misspecified asset pricing models with empirical likelihood estimators (Q528066) (← links)
- Semi-parametric estimation of American option prices (Q528168) (← links)
- Empirical likelihood block bootstrapping (Q530588) (← links)
- Seasonality and equilibrium business cycle theories (Q673801) (← links)
- Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments (Q738049) (← links)
- Simulation estimation of time-series models (Q751158) (← links)
- Testing nonnested Euler conditions with quadrature-based methods of approximation (Q805126) (← links)
- Are consumption-based intertemporal capital asset pricing models structural? (Q808144) (← links)
- A note on the asymptotic lower bound for the covariance matrix of the GMM estimator of the parameters of agents' utility functions (Q899741) (← links)
- Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution (Q921792) (← links)
- Price uncertainty and consumer welfare in an intertemporal setting (Q953688) (← links)
- Cattle cycles, heterogeneous expectations and the age distribution of capital (Q953697) (← links)
- Properties of equilibrium asset prices under alternative learning schemes (Q959726) (← links)
- Cost minimization and the stochastic discount factor (Q993732) (← links)
- On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference (Q1000377) (← links)
- Worst-case estimation for econometric models with unobservable components (Q1019967) (← links)
- What do `residuals' from first-order conditions reveal about DGE models? (Q1027393) (← links)
- Asset pricing with incomplete information and fat tails (Q1042357) (← links)
- Full-versus limited-information estimation of a rational-expectations model. Some numerical comparisons (Q1082770) (← links)
- Asset-return anomalies in a monetary economy (Q1088569) (← links)
- Solving, estimating, and testing a nonlinear stochastic equilibrium model, with an example of the asset returns and inflation relationship (Q1119322) (← links)
- A cointegration approach to estimating preference parameters (Q1265791) (← links)
- Growth effect of taxes in an endogenous growth model: To what extent do taxes affect economic growth? (Q1274847) (← links)
- Approximate \(p\)-values of predictive tests for structural stability (Q1292328) (← links)
- Excess volatility. A testing strategy (Q1327881) (← links)
- Labor income, borrowing constraints, and equilibrium asset prices (Q1341465) (← links)
- Nonparametric estimation of structural models for high-frequency currency market data (Q1347106) (← links)
- Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator (Q1362034) (← links)
- Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments. (Q1367140) (← links)
- Intrinsic bubbles and asset price volatility (Q1367710) (← links)
- Maximum likelihood estimation of the nonlinear rational expectations asset pricing model (Q1391448) (← links)
- Empirical reverse engineering of the pricing kernel. (Q1398984) (← links)
- Estimation by simulation of monotone dynamical systems (Q1408406) (← links)
- Generalized maximum entropy estimation of dynamic programming models with sample selection bias (Q1424658) (← links)
- Dynamic employment and hours effects of government spending shocks (Q1575283) (← links)
- Prices as factors: approximate aggregation with incomplete markets. (Q1605417) (← links)
- Intellectual property rights and R\&D subsidies: are they complementary policies? (Q1615998) (← links)
- Transitory consumption, durability and different approaches to test the life cycle model (Q1676716) (← links)
- An improved rate for non-negative definite consistent covariance matrix estimation with heterogeneous dependent data (Q1676722) (← links)
- The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512) (← links)
- The ABC of simulation estimation with auxiliary statistics (Q1754514) (← links)
- GMM inference when the number of moment conditions in large (Q1808550) (← links)
- Finite sample properties of test of Epstein-Zin asset pricing model (Q1808559) (← links)
- Two-step two-stage least squares estimation in models with rational expectations (Q1838019) (← links)
- Financial econometrics: Past developments and future challenges (Q1841086) (← links)
