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Generalized spectral estimation of the consumption-based asset pricing model - MaRDI portal

Generalized spectral estimation of the consumption-based asset pricing model (Q5952954)

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scientific article; zbMATH DE number 1690620
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Generalized spectral estimation of the consumption-based asset pricing model
scientific article; zbMATH DE number 1690620

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    Generalized spectral estimation of the consumption-based asset pricing model (English)
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    2001
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    frequency domain
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    misspecification
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    rational expectations
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