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://jda-test.zbw.eu/dataset/c657e316-26fe-4684-bec9-db21e3d1fb87/resource/4b0731d5-e614-488f-a4f4-2df03a805298/download/readme.tw.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
