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Estimation of the Risk Aversion Coefficient Utilizing GMM(Generalized Method of Moments) - Implications of the National Pension Scheme

Title
Estimation of the Risk Aversion Coefficient Utilizing GMM(Generalized Method of Moments) - Implications of the National Pension Scheme
Author(s)

윤석명

Publication Year
1998-12-01
Publisher
Korea Institute for Health and Social Affairs
Citation
Health and Social Welfare Review Vol.18 No.2, pp.35-53
Table Of Contents
Ⅰ. 序論
Ⅱ. 資産價格決定模型(Asset Pricing Model)
Ⅲ. GMM을 利用한 動態的인 合理的 期待模型(Estimation of Dynamic Rational Expectations Models) 推定方法
Ⅳ. GMM을 利用한 우리나라 國民들의 時間選好 및 危險回避係數 推定
Ⅴ. 適用例: 國民年金에 있어서의 示唆點
Ⅵ. 結論
參考文獻
附錄: GMM 추정에 사용된 최적 가중행렬(Optimal Weighting Matrix) 개요
Summary
ISSN
1226-072X
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