On tests of representative consumer asset pricing models
- 31 October 1990
- journal article
- Published by Elsevier in Journal of Monetary Economics
- Vol. 26 (2) , 285-304
- https://doi.org/10.1016/0304-3932(90)90024-x
Abstract
No abstract availableThis publication has 14 references indexed in Scilit:
- Habit Formation: A Resolution of the Equity Premium PuzzleJournal of Political Economy, 1990
- Intertemporal Substitution in ConsumptionJournal of Political Economy, 1988
- Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market DataJournal of Business & Economic Statistics, 1986
- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations ModelsEconometrica, 1984
- Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset ReturnsJournal of Political Economy, 1983
- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations ModelsEconometrica, 1982
- Large Sample Properties of Generalized Method of Moments EstimatorsEconometrica, 1982
- An intertemporal asset pricing model with stochastic consumption and investment opportunitiesJournal of Financial Economics, 1979
- Asset Prices in an Exchange EconomyEconometrica, 1978
- A critique of the asset pricing theory's tests Part I: On past and potential testability of the theoryJournal of Financial Economics, 1977