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Estimation of models with multiple-valued explanatory variables
Poirier, Alexandre; Ziebarth, Nicolas L. - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 586-597
Persistent link: https://www.econbiz.de/10012178999
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Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui; Savickas, Robert - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 1, pp. 43-56
Persistent link: https://www.econbiz.de/10003279769
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The wealth-consumption ratio and the consumption-habit ratio
Li, Yuming - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 2, pp. 226-241
Persistent link: https://www.econbiz.de/10002781729
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Decreasing relative risk aversion, risk sharing, and the permanent income hypothesis
Zhang, Qiang; Ōgaki, Masao - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 4, pp. 421-430
Persistent link: https://www.econbiz.de/10002372964
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Risk aversion versus intertemporal substitution: a case study of identification failure in the intertemporal consumption capital asset pricing model
Neely, Christopher J.; Roy, Amlan; Whiteman, Charles H. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 4, pp. 395-403
Persistent link: https://www.econbiz.de/10001646350
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Aggregate consumption and the predictability of asset returns
Jacobs, Kris - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 1, pp. 58-76
Persistent link: https://www.econbiz.de/10001441607
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Uncertain health and survival : effects on end-of-life consumption
Lillard, Lee Anderson - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 2, pp. 254-268
Persistent link: https://www.econbiz.de/10001335357
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Are our data relevant to the theory? : The case of aggregate consumption
Slesnick, Daniel T. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 1, pp. 52-61
Persistent link: https://www.econbiz.de/10001231049
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Identification of random resource shares in collective households without preference similarity restrictions
Dunbar, Geoffrey R.; Lewbel, Arthur; Pendakur, Krishna - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 2, pp. 402-421
Persistent link: https://www.econbiz.de/10012499088
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Implications of return predictability for consumption dynamics and asset pricing
Favero, Carlo A.; Ortu, Fulvio; Tamoni, Andrea; Yang, Haoxi - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 3, pp. 527-541
Persistent link: https://www.econbiz.de/10012262492