Browsing by Author "Browning, Martin"
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Estimating Intertemporal Allocation Parameters using Synthetic Residual Estimation
Alan, Sule; Browning, Martin (CFAP, Cambridge Judge Business School, University of Cambridge, 2008-01)We present a novel structural estimation procedure for models of intertemporal allocation. This is based on modelling expectation errors directly; we refer to it as Synthetic Residual Estimation (SRE). The flexibility of ...