An Estimation of Economic Models with Recursive Preferences
收藏NBER2011-06-01 更新2025-01-04 收录
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https://www.nber.org/papers/w17130
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资源简介：
This paper presents estimates of key preference parameters of the Epstein and Zin (1989, 1991) and Weil (1989) (EZW) recursive utility model, evaluates the model's ability to fit asset return data relative to other asset pricing models, and investigates the implications of such estimates for the
提供机构：
美国国家经济研究局
创建时间：
2011-06-01
