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Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak
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References

  • 1985The equity premium: A puzzle5,785 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory3,006 cited
  • 1991Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis1,703 cited
  • 1988Intertemporal Substitution in Consumption1,567 cited
  • 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns1,549 cited
  • 1996Finite-Sample Properties of Some Alternative GMM Estimators1,277 cited
  • 1999Consumption and Portfolio Decisions when Expected Returns are Time Varying1,035 cited
  • 2002Limited Asset Market Participation and the Elasticity of Intertemporal Substitution1,011 cited

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  • 2004Luxury Goods and the Equity Premium

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  • 2006Population aging and future carbon emissions in the United States257 cited
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