Nonparametric stochastic discount factor decomposition
Year of publication: |
2015
|
---|---|
Authors: | Christensen, Timothy |
Publisher: |
London : Centre for Microdata Methods and Practice (cemmap) |
Subject: | Nonparametric estimation | Sieve estimation | Stochastic discount factor | Permanenttransitory decomposition | Long run | Entropy |
Series: | cemmap working paper ; CWP24/15 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.1920/wp.cem.2015.2415 [DOI] 827003676 [GVK] hdl:10419/130039 [Handle] RePEc:ifs:cemmap:24/15 [RePEc] |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; c58 |
Source: |
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Nonparametric stochastic discount factor decomposition
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