ALBERT

All Library Books, journals and Electronic Records Telegrafenberg

X
feed icon rss

Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
back to result list
  • 1
    Electronic Resource
    Electronic Resource
    Expectations and intertemporal separability in an empirical model of consumption and investment under uncertainty (1992)
    Springer
    Empirical economics 17 (1992), S. 419-450 
    Details
    ISSN: 1435-8921
    Keywords: D 12
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract An intertemporal model of consumption and investment under uncertainty is formulated, and compared with the existing literature; it is argued that an assumption of myopia is necessary for its empirical applicability. It is estimated by maximum likelihood with quarterly British data. A specification search for a satisfactory form of expectations is made, and the estimated model is compared with a static demand system. Strong intertemporal separability is formulated as a nested hypothesis, and strongly rejected by a likelihood ratio test.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01206302
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
Close ⊗
This website uses cookies and the analysis tool Matomo. More information can be found here...