Specification tests of habit formation (Record no. 163248)
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| fixed length control field | 01182nam a22002537a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | ZW-GwMSU |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20230914092906.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 230914b |||||||| |||| 00| 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | MSU |
| Transcribing agency | MSU |
| Description conventions | rda |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | LIU, Peng |
| 245 ## - TITLE STATEMENT | |
| Title | Specification tests of habit formation |
| 264 ## - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | New York |
| Name of producer, publisher, distributor, manufacturer | Taylor & Francis |
| Date of production, publication, distribution, manufacture, or copyright notice | 2013 |
| 336 ## - CONTENT TYPE | |
| Source | rdacontent |
| Content type term | text |
| Content type code | txt |
| 337 ## - MEDIA TYPE | |
| Source | rdamedia |
| Media type term | unmediated |
| Media type code | n |
| 338 ## - CARRIER TYPE | |
| Source | rdacarrier |
| Carrier type term | volume |
| Carrier type code | nc |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Applied Economics Letters |
| Volume/sequential designation | Volume , number , |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Campbell and Cochrane (1999) propose the habit formation model to explain the equity premium puzzle. They assume that an agent’s consumption is affected by habit and describe how habit adjusts to the history of consumption. We use the simulated moment method to test these two specifications. Empirically, we find that habit plays an important role in an agent’s consumption choice, however not in the way Campbell and Cochrane (1999) specify. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | consumption based CAPM |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | habit formation |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | simulated moment method |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | REN, Yu |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | https://doi.org/10.1080/13504851.2013.826871 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Library of Congress Classification |
| Koha item type | Journal Article |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Serial Enumeration / chronology | Total Checkouts | Full call number | Date last seen | Price effective from | Koha item type | Public note |
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| Library of Congress Classification | Main Library | Main Library | - Special Collections | 14/09/2023 | Vol.20 , No.16 - 18 (Dec 2013) | HB1.A666 APP | 14/09/2023 | 14/09/2023 | Journal Article | For In House Use Only |