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

dc.contributor.author	Grammig, Joachim
dc.contributor.author	Küchlin, Eva-Maria
dc.date.accessioned	2019-09-02T10:40:21Z
dc.date.available	2019-09-02T10:40:21Z
dc.date.issued	2018
dc.identifier.issn	1872-6895
dc.identifier.uri	http://hdl.handle.net/10900/92249
dc.language.iso	en	en
dc.publisher	Elsevier Science Sa	de_DE
dc.relation.uri	http://dx.doi.org/10.1016/j.jeconom.2018.03.003
dc.subject.ddc	330	de_DE
dc.subject.ddc	510	de_DE
dc.subject.ddc	300	de_DE
dc.title	A two-step indirect inference approach to estimate the long-run risk asset pricing model	de_DE
dc.type	Article	de_DE
dc.type	ConferenceObject	de_DE
utue.quellen.id	20190321153956_02101
utue.publikation.seiten	6-33	de_DE
utue.personen.roh	Grammig, Joachim
utue.personen.roh	Kuechlin, Eva-Maria
dcterms.isPartOf.ZSTitelID	Journal of Econometrics	de_DE
dcterms.isPartOf.ZS-Issue	1	de_DE
dcterms.isPartOf.ZS-Volume	205	de_DE
utue.fakultaet	Universität Tübingen (ohne Fakultätsangabe)