An estimation of economic models with recursive preferences

DOI10.3982/QE97zbMath1418.91209OpenAlexW3021233293MaRDI QIDQ4559983

Jack Favilukis, Sydney C. Ludvigson, Xiao Hong Chen

Publication date: 4 December 2018

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/qe97

zbMATH Keywords

semiparametric estimationconsumption based asset pricinglimited stock market participation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Utility theory (91B16) Individual preferences (91B08)

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