Estimating panel models with internal and external habit formation

Journal of Business and Economic Statistics

Volumn 28, Issue 1, 2010, Pages 145-158

  Korniotis, George M ^a  

^a FEDERAL RESERVE BOARD   (United States)

Author keywords

Asset pricing; Bias correction; Instrumental variables; Spatial and dynamic effects; U.S. state consumption

Indexed keywords

EID: 73149090617     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/jbes.2009.08041     Document Type: Article

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