TY - GEN
AU - Cui, Liyuan
AU - Hong, Yongmiao
TI - A Nonparametric GMM Series Approach to Solving Multi-equation Asset Pricing Models with Recursive Preferences
PB - SSRN
KW - Adaptive sparse group Lasso
KW - variable selection
KW - high-dimensional moment restrictions
KW - continuous-updating efficient GMM
KW - Euler equations
KW - numerical solutions
PY - [2019]
N2 - Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 15, 2016 erstellt
CY - [S.l.]
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -
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