Censored Fractional Response Model: Estimating Heterogeneous Relative Risk Aversion of European Households
Year of publication: |
2015
|
---|---|
Authors: | Xiong, Qizhou |
Publisher: |
Halle (Saale) : Leibniz-Institut für Wirtschaftsforschung Halle (IWH) |
Subject: | European household finance | relative risk aversion | censored fractional response model | extremal quantile regression |
Series: | IWH Discussion Papers ; 11/2015 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 834460599 [GVK] hdl:10419/117343 [Handle] RePEc:zbw:iwhdps:iwh-11-15 [RePEc] |
Classification: | C21 - Cross-Sectional Models; Spatial Models ; C24 - Truncated and Censored Models ; E44 - Financial Markets and the Macroeconomy ; G11 - Portfolio Choice |
Source: |
-
Xiong, Qizhou, (2015)
-
Xiong, Qizhou, (2017)
-
Relative risk aversion and the transmission of financial crises
Boschi, Melisso, (2012)
- More ...
-
Housing consumption and macroprudential policies in Europe: An ex ante evaluation
Mavropoulos, Antonios, (2019)
-
The liquidity premium of safe assets: The role of government debt supply
Xiong, Qizhou, (2018)
-
College Choice and the Selection of Mechanisms: A Structural Empirical Analysis
Carvalho, José-Raimundo, (2016)
- More ...