Prices as factors: approximate aggregation with incomplete markets.

DOI10.1016/S0165-1889(01)00050-1zbMath1131.91323MaRDI QIDQ1605417

Chris I. Telmer, Stanley E. Zin

Publication date: 15 July 2002

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

• Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
• Asset Prices in an Exchange Economy
• INCOME AND WEALTH HETEROGENEITY, PORTFOLIO CHOICE, AND EQUILIBRIUM ASSET RETURNS
• EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS
• The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models
• An intertemporal asset pricing model with stochastic consumption and investment opportunities

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