Seminonparametric estimation of conditionally constrained heterogeneous processes : asset pricing applications
Year of publication: |
1989
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Authors: | Gallant, A. Ronald |
Other Persons: | Tauchen, George Eugene (contributor) |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 57.1989, 5, p. 1091-1120
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Subject: | VAR | Schätztheorie | Estimation theory | CAPM | Konsumtheorie | Consumption theory | Theorie | Theory | 1959-1984 |
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