An Estimation of Economic Models with Recursive PreferencesXiaohong Chen, Jack Favilukis, Sydney C. Ludvigson2012-01-01preprintSSRN Electronic Journal52 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesStochastic processes and financial applicationsEconomic theories and modelsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 52 citations exist upstream.References1993Common risk factors in the returns on stocks and bonds1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles2001Consumption, Aggregate Wealth, and Expected Stock Returns1990A VARIANCE DECOMPOSITION FOR STOCK RETURNS1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1988THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE2004Bad Beta, Good BetaCited by2008The Wealth-Consumption Ratio2011Advances in Consumption-Based Asset Pricing: Empirical Tests