Euler Equation Estimation on Micro Data
Download full text from publisher
References listed on IDEAS
- Shapiro, Matthew D., 1984. "The permanent income hypothesis and the real interest rate : Some evidence from panel data," Economics Letters, Elsevier, vol. 14(1), pages 93-100.
- Guvenen, Fatih, 2006.
"Reconciling conflicting evidence on the elasticity of intertemporal substitution: A macroeconomic perspective,"
Journal of Monetary Economics,
Elsevier, vol. 53(7), pages 1451-1472, October.
- M. Fatih Guvenen, 2002. "Reconciling Conflicting Evidence on the Elasticity of Intertemporal Substitution: A Macroeconomic Perspective," RCER Working Papers 491, University of Rochester - Center for Economic Research (RCER), revised Mar 2003.
- Fatih Guvenen, 2005. "Reconciling Conflicting Evidence on the Elasticity of Intertemporal Substitution: A Macroeconomic Perspective," Macroeconomics 0507005, EconWPA.
- Thomas F. Crossley & Hamish Low & Matthew Wakefield, 2009. "The Economics of a Temporary VAT Cut," Fiscal Studies, Institute for Fiscal Studies, vol. 30(1), pages 3-16, March.
- Amemiya, Yasuo, 1985. "Instrumental variable estimator for the nonlinear errors-in-variables model," Journal of Econometrics, Elsevier, vol. 28(3), pages 273-289, June.
- Attanasio, Orazio P & Weber, Guglielmo, 1995.
"Is Consumption Growth Consistent with Intertemporal Optimization? Evidence from the Consumer Expenditure Survey,"
Journal of Political Economy,
University of Chicago Press, vol. 103(6), pages 1121-1157, December.
- Orazio P. Attanasio & Guglielmo Weber, 1994. "Is Consumption Growth Consistent with Intertemporal Optimization? Evidence from the Consumer Expenditure Survey," NBER Working Papers 4795, National Bureau of Economic Research, Inc.
- Deaton, Angus, 1985. "Panel data from time series of cross-sections," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 109-126.
- Sule Alan & Martin Browning, 2003. "Estimating Intertemporal Allocation Parameters using Simulated Residual Estimation," CAM Working Papers 2003-03, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
- Altug, Sumru & Miller, Robert A, 1990.
"Household Choices in Equilibrium,"
Econometric Society, vol. 58(3), pages 543-570, May.
- Sumru Altug & Robert Miller, "undated". "Household Choices in Equilibrium," University of Chicago - Population Research Center 87-8, Chicago - Population Research Center.
- Sumru Altug & Robert A. Miller, 1987. "Household choices in equilibrium," Working Papers 341, Federal Reserve Bank of Minneapolis.
- Sule Alan & Orazio Attanasio & Martin Browning, 2009.
"Estimating Euler equations with noisy data: two exact GMM estimators,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 24(2), pages 309-324, March.
- Sule Alan & Orazio Attanasio & Martin Browning, 2005. "Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators," CAM Working Papers 2005-10, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
- Martin Browning & Sule Alan, 2006. "Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators," Economics Series Working Papers 283, University of Oxford, Department of Economics.
- Jinyong Hahn & Jerry Hausman & Guido Kuersteiner, 2004. "Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations," Econometrics Journal, Royal Economic Society, vol. 7(1), pages 272-306, June.
- Moulton, Brent R., 1986. "Random group effects and the precision of regression estimates," Journal of Econometrics, Elsevier, vol. 32(3), pages 385-397, August.
- Michael P. Murray, 2006. "Avoiding Invalid Instruments and Coping with Weak Instruments," Journal of Economic Perspectives, American Economic Association, vol. 20(4), pages 111-132, Fall.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- repec:bla:obuest:v:79:y:2017:i:5:p:717-746 is not listed on IDEAS
- Bram De Rock & Bart Capéau, 2015. "The implications of household size and children for life-cycle saving," Working Paper Research 286, National Bank of Belgium.
- Keshav Dogra & Olga Gorbachev, 2016.
"Consumption Volatility, Liquidity Constraints and Household Welfare,"
Royal Economic Society, vol. 126(597), pages 2012-2037, November.
- Keshav Dogra & Olga Gorbachev, 2015. "Consumption Volatility, Liquidity Constraints and Household Welfare," Working Papers 15-05, University of Delaware, Department of Economics.
- Thomas H. Jørgensen, 2017.
"Life-Cycle Consumption and Children: Evidence from a Structural Estimation,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 79(5), pages 717-746, October.
- Thomas H. Jørgensen, 2014. "Life-Cycle Consumption and Children," CAM Working Papers 2014_02, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
- Thomas Høgholm Jørgensen, 2015. "Life-Cycle Consumption and Children: Evidence from a Structural Estimation," Discussion Papers 15-08, University of Copenhagen. Department of Economics.
- Thomas H. Jørgensen, 2016.
"Euler equation estimation: Children and credit constraints,"
Econometric Society, vol. 7(3), pages 935-968, November.
- Thomas Høgholm Jørgensen, 2014. "Euler Equation Estimation: Children and Credit Constraints," Discussion Papers 14-25, University of Copenhagen. Department of Economics.
More about this item
KeywordsEuler Equations; Measurement Error; Instrumental Variables; GMM.;
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-08-23 (All new papers)
- NEP-ECM-2012-08-23 (Econometrics)
- NEP-MAC-2012-08-23 (Macroeconomics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:koc:wpaper:1221. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sumru Oz). General contact details of provider: http://edirc.repec.org/data/dekoctr.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.