Structural estimation of behavioral heterogeneity

Structural estimation of behavioral heterogeneity

10.1002/jae.2640

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Bibliographic Details
Main Authors: Shi, Zhentao, Zheng, Huanhuan
Other Authors: DEPT OF ELECTRICAL & COMPUTER ENGG
Format: Article
Language:English
Published: WILEY 2021
Subjects:
Social Sciences
Economics
Social Sciences, Mathematical Methods
Business & Economics
Mathematical Methods In Social Sciences
CONDITIONAL MOMENT RESTRICTIONS
CONSISTENT COVARIANCE-MATRIX
FOREIGN-EXCHANGE MARKET
STOCK-PRICES
BUSINESS-CYCLE
TIME-SERIES
MODELS
IDENTIFICATION
HETEROSKEDASTICITY
FUNDAMENTALS
Online Access:https://scholarbank.nus.edu.sg/handle/10635/193240
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Institution: National University of Singapore
Language: English

Internet

https://scholarbank.nus.edu.sg/handle/10635/193240

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