Nonparametric Euler equation identification and estimation
Juan Carlos Escanciano, Stefan Hoderlein, Arthur Lewbel, Oliver Linton, Sorawoot Srisuma
| Year of publication: |
[2020]
|
|---|---|
| Authors: | Escanciano, Juan Carlos ; Hoderlein, Stefan ; Lewbel, Arthur ; Linton, Oliver ; Srisuma, Sorawoot |
| Publisher: |
Cambridge : University of Cambridge, Faculty of Economics |
| Subject: | Euler equations | marginal utility | pricing kernel | Fredholm equations | integral equations | nonparametric identi cation | asset pricing | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Variationsrechnung | Variational method | Börsenkurs | Share price | Schätzung | Estimation |
freely available
| Extent: | 1 Online-Ressource (circa 47 Seiten) Illustrationen |
|---|---|
| Series: | Cambridge working papers in economics. - Cambridge : [Verlag nicht ermittelbar], ZDB-ID 2106951-7. - Vol. 2064 Cambridge-INET working papers. - Cambridge : Cambridge-INET Institute, ZDB-ID 2853905-9. - Vol. 2020, 60 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Other identifiers: | 10.17863/CAM.61823 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013205434