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| Author: | Lettau, M. Gong, G. Semmler, W. |
| Title: | Statistical estimation and moment evaluation of a stochastic growth model with asset maarket restrictions |
| Journal: | Journal of Economic Behavior and Organization
2001 : JAN, VOL. 44:1, p. 85-103 |
| Index terms: | Stochastic processes Statistical methods Assets |
| Language: | eng |
| Abstract: | The paper estimates the parameters of a stochastic growth model with asset market and contrasts the model's moments with moments of the actual data. The model is solved through log-linearization and the model is estimated without and with asset pricing restrictions |
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