readme.tw.txt
Creators:
Alexis Akira Toda
;
Kieran James Walsh
From the dataset abstract
The standard generalized method of moments (GMM) estimation of Euler equations in heterogeneous-agent consumption-based asset pricing models is inconsistent under fat tails because the...
Source: Fat tails and spurious estimation of consumption-based asset pricing models (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/0a30e411-9c44-494c-8cc3-051b5d74333a/resource/ab5378ff-3373-4b4e-9a91-7c69e683d3d3/download/readme.tw.txt |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
