Nonparametric Euler equation identification and estimation
Year of publication: |
2015
|
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Authors: | Escanciano, Juan Carlos ; Hoderlein, Stefan ; Lewbel, Arthur ; Linton, Oliver ; Srisuma, Sorawoot |
Publisher: |
London : Centre for Microdata Methods and Practice (cemmap) |
Subject: | Euler equations | marginal utility | pricing kernel | Fredholm equations | integral equations | nonparametric identification | asset pricing |
Series: | cemmap working paper ; CWP61/15 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.1920/wp.cem.2015.6115 [DOI] 835974219 [GVK] hdl:10419/130083 [Handle] RePEc:ifs:cemmap:61/15 [RePEc] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; D91 - Intertemporal Consumer Choice; Life Cycle Models and Saving ; E21 - Consumption; Saving ; G12 - Asset Pricing |
Source: |
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