Concepedia

Consumption and asset returns under non-expected utility

Gil Bufman, Leonardo Leiderman

Economics Letters · 1990 · 20 citations · 11 references

DOI

Concepts

References

11

Large Sample Properties of Generalized Method of Moments Estimators

Lars Peter Hansen · Econometrica · 1982 · 13.9K citations

, , +15

Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework

Larry G. Epstein, Stanley E. Zin · Econometrica · 1989 · 4.5K citations

, , +17

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

Lars Peter Hansen, Kenneth J. Singleton · Econometrica · 1984 · 2.1K citations

, , +9

Temporal Resolution of Uncertainty and Dynamic Choice Theory

David M. Kreps, Evan L. Porteus · Econometrica · 1978 · 1.9K citations

, , +15

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

Lars Peter Hansen, Kenneth J. Singleton · Econometrica · 1982 · 1.9K citations

, , +9