An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications

DOI10.2307/2171913zbMath0831.90016OpenAlexW1984008241MaRDI QIDQ4846699

John C. Heaton

Publication date: 18 February 1996

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/47498

zbMATH Keywords

local substitutiontemporal aggregationhabit persistenceconsumer asset pricing

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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