haku: @author Gong, G. / yhteensä: 3
viite: 2 / 3
Tekijä: | Lettau, M. Gong, G. Semmler, W. |
Otsikko: | Statistical estimation and moment evaluation of a stochastic growth model with asset maarket restrictions |
Lehti: | Journal of Economic Behavior and Organization
2001 : JAN, VOL. 44:1, p. 85-103 |
Asiasana: | Stochastic processes Statistical methods Assets |
Kieli: | eng |
Tiivistelmä: | 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 |
SCIMA