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GENERALISED METHOD OF MOMENTS APPLICATION: CONSUMPTION-BASED ASSET PRICING
https://doi.org/10.1142/9789814307963_0020Cited by:0 (Source: Crossref)
Abstract:
The following sections are included:
Key Points of Learning
CONSUMPTION-BASED ASSET PRICING
GENERALISED METHOD OF MOMENTS (GMM)
ESTIMATING PREFERENCE PARAMETERS IN EULER EQUATION
OTHER GMM APPLICATIONS
PROBLEM SET
FURTHER RECOMMENDED READINGS
