Reversing disbursement rates to estimate stationary wealth processes for endowments with recursive preferences
Year of publication: |
2019
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Authors: | Satchell, Stephen ; Thorp, Susan ; Williams, Oliver |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 51.2019, 14, p. 1541-1557
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Subject: | elasticity of inter-temporal substitution | Inter-temporal choice | maximum entropy | moving average | Entropie | Entropy | Substitutionselastizität | Elasticity of substitution | Präferenztheorie | Theory of preferences | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | Intertemporale Entscheidung | Intertemporal choice |
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