Estimating models with intertemporal substitution using aggregate time series data

Martin Eichenbaum, Lars Peter Hansen

Research output: Contribution to journalArticlepeer-review

127 Scopus citations
Original languageEnglish (US)
Pages (from-to)53-69
Number of pages17
JournalJournal of Business and Economic Statistics
Volume8
Issue number1
DOIs
StatePublished - Jan 1990

Funding

An earlier version of this article was presented at the National Bureau of Economic Research meetings on economic fluctuations, November 1983. This research was supported by grants from the National Science Foundation and the Sloan Foundation. Helpful comments were made by Richard Braun, John Heaton, Joe Hotz, Dale Jorgenson, Barbara Mace, Masao Ogaki, George Tauchen, and Grace Tsiang.

ASJC Scopus subject areas

  • Statistics and Probability
  • Social Sciences (miscellaneous)
  • Economics and Econometrics
  • Statistics, Probability and Uncertainty

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