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Re: st: GMM in consumption CAPM
From
Charles Koss <[email protected]>
To
[email protected]
Subject
Re: st: GMM in consumption CAPM
Date
Tue, 8 Mar 2011 18:21:56 -0600
Could you provide full reference to the papers?
thanks,
Charles
On Tue, Mar 8, 2011 at 4:05 PM, Luo Di <[email protected]> wrote:
> Dear all,
>
> Have anyone written stata command or ado file to estimate consumption
> CAPM using GMM method, typically the recent paper of Parker and
> Julliard (2005) and Yogo (2006)? I want to know how to use stata to
> implement the method of Parker and Julliard (2005) and Yogo (2006).
>
> Thanks.
>
> Best Regards,
> Luo Di
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