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Estimating portfolio models from financial flow data: A comment

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  • Dorian Owen, P.

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  • Dorian Owen, P., 1997. "Estimating portfolio models from financial flow data: A comment," Economic Modelling, Elsevier, vol. 14(2), pages 301-306, April.
    • Handle: RePEc:eee:ecmode:v:14:y:1997:i:2:p:301-306
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    References listed on IDEAS

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    1. Ortmeyer, David L & Peek, Joe, 1986. "An Ex Ante View of Household Portfolio Choice: The Role of Expected Capital Gains," The Review of Economics and Statistics, MIT Press, vol. 68(2), pages 207-216, May.
    2. Owen, P Dorian, 1990. "Testing for Financial Buffer Stocks in Sectoral Portfolio Models," The Review of Economics and Statistics, MIT Press, vol. 72(2), pages 286-295, May.
    3. Bhatia, Kul B, 1970. "Accrued Capital Gains, Personal Income and Saving in the United States, 1948-1964," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 16(4), pages 363-378, December.
    4. Kul B. Bhatia, 1970. "Accrued Capital Gains, Personal Income And Saving In The United States, 1948–1964," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 16(4), pages 363-378, March.
    5. Lim, G. C., 1991. "Estimating portfolio models from financial flow data : An analysis of the demand for liabilities, real assets and financial assets by the household sector," Economic Modelling, Elsevier, vol. 8(2), pages 219-224, April.
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