Testing Intertemporal Rational Expectations Model with State Uncertainty: An Application to the Permanent Income Hypothesis
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Keywordscomponent driven model; intertemporal choice model; permanent income hypothesis; permanent innovation; state uncertainty; transitory innovation;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- D91 - Microeconomics - - Micro-Based Behavioral Economics - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making
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