A two-step indirect inference approach to estimate the long-run risk asset pricing model

Author:

Grammig, Joachim; Kuechlin, Eva-Maria

Tübinger Autor(en):

Published in:

Journal of Econometrics (2018), Bd. 205, H. 1, S. 6-33

Verlagsangabe:

Elsevier Science Sa

Language:

English

Full text:

ISSN:

1872-6895

DDC Classifikation:

330 - Economics
510 - Mathematics
300 - Social sciences, sociology and anthropology

Dokumentart:

Article
ConferenceObject

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