Show simple item record

dc.contributor.authorEscanciano, J C.
dc.contributor.authorHoderlein, S.
dc.contributor.authorLewbel, A.
dc.contributor.authorLinton, O.
dc.contributor.authorSrisuma, S.
dc.date.accessioned2020-12-04T16:25:12Z
dc.date.available2020-12-04T16:25:12Z
dc.date.issued2020-07-04
dc.identifier.otherCWPE2064
dc.identifier.urihttps://www.repository.cam.ac.uk/handle/1810/314717
dc.description.abstractWe consider nonparametric identification and estimation of pricing kernels, or equivalently of marginal utility functions up to scale, in consumption based asset pricing Euler equations. Ours is the first paper to prove nonparametric identification of Eul
dc.publisherFaculty of Economics, University of Cambridge
dc.relation.ispartofseriesCambridge Working Papers in Economics
dc.rightsAll Rights Reserved
dc.rights.urihttps://www.rioxx.net/licenses/all-rights-reserved/
dc.subjectuler equations
dc.subjectmarginal utility
dc.subjectpricing kernel
dc.subjectFredholm equations
dc.subjectintegral equations
dc.subjectnonparametric identi cation
dc.subjectasset pricing
dc.titleNonparametric Euler Equation Identi cation and Estimation
dc.typeWorking Paper
dc.identifier.doi10.17863/CAM.61823


Files in this item

Thumbnail
Thumbnail

This item appears in the following Collection(s)

Show simple item record