Is the relative risk aversion parameter constant over time? A multi-country study
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More about this item
KeywordsBootstrap; Information matrix test; Parameter constancy; Relative risk aversion and ARCH-M; C10; C15;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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