A cointegration approach to estimating preference parameters

Journal of Econometrics

Volumn 82, Issue 1, 1997, Pages 107-134

  Ogaki, Masao ^a   Park, Joon Y ^b  

^a OHIO STATE UNIVERSITY   (United States)

^b Seoul National University   (South Korea)

Author keywords

Consumption based asset pricing; Intertemporal elasticity of substitution

Indexed keywords

EID: 0000472416     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(97)00053-5     Document Type: Article

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