tw-files.zip
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)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/0a30e411-9c44-494c-8cc3-051b5d74333a/resource/f1c91789-74b1-4219-aba6-548c6a6887c2/download/tw-files.zip |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
