An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish Stock and bond returns
| Year of publication: |
2010
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|---|---|
| Authors: | Engsted, Tom ; Møller, Stig V. |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 13246938. - Vol. 15.2010, 3, p. 213-228
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