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

Description
Summary:	10.1002/jae.2640