Structural estimation of stock market participation costs
type: Item
instance of: scholarly article
title: Structural estimation of stock market participation costs
zbMATH Open document ID: 1402.91254
author: Natalia Khorunzhina
publication date: 2018-11-01T00:00:00Z
Mathematics Subject Classification ID: 91B40
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B62
zbMATH DE Number: 6970175
zbMATH Keywords: household finance
zbMATH Keywords: stock market participation
zbMATH Keywords: investor heterogeneity
zbMATH Keywords: dynamic discrete choice models
MaRDI profile type: Publication
full work available at URL: j.jedc.2013.08.011
OpenAlex ID: W3121468204
cites work: Sequential Estimation of Dynamic Discrete Games
cites work: Dynamic discrete choice structural models: a survey
cites work: Do disaster expectations explain household portfolios?
cites work: The Effect of Work Experience on Female Wages and Labour Supply
cites work: Instrumental variable estimator for the nonlinear errors-in-variables model
cites work: Conditional choice probability estimation of dynamic discrete choice models with unobserved heterogeneity
cites work: The Role of Information and Social Interactions in Retirement Plan Decisions: Evidence from a Randomized Experiment
cites work: Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods
cites work: Awareness and Stock Market Participation
cites work: Conditional Choice Probabilities and the Estimation of Dynamic Models
cites work: Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices
DOI: 10.1016/J.JEDC.2013.08.011
published in: Journal of Economic Dynamics and Control
Recommended article: Stock market participation and endogenous boom-bust dynamics
Recommended article: Estimation of a structural stochastic volatility model of asset pricing
Recommended article: Stochastic specification and estimation of share equation systems
Recommended article: An Adjustment Cost Model of Asset Pricing
Recommended article: Optimal Capital Structure with Stock Market Feedback
Recommended article: Q5314648
description: scientific article; zbMATH DE number 6970175