SEMINONPARAMETRIC ESTIMATION OF CONDITIONALLY CONSTRAINED HETEROGENEOUS PROCESSES: ASSET PRICING APPLICATIONS

A. Gallant and George Tauchen ()

Working Papers from Chicago - Graduate School of Business

Keywords: pricing; capital; consumption; risk (search for similar items in EconPapers)
Pages: 54 pages
Date: 1988
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Journal Article: Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications (1989)
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