文章基本信息

标题：Bootstrap Estimate of a Behavioral Stock Price Model
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作者：N Lalitha ; D N Rao
期刊名称：Contemporary Issues and Ideas in Social Sciences
印刷版ISSN：1817-4604
电子版ISSN：1817-4604
出版年度：2007
卷号：3
期号：1
语种：English
出版社：Soc Rsch Soc Sci & Contig Disc
摘要：A behavioral stock price model that incorporates inertia in investor behavior is developed and estimated. The estimates are consistent but biased, because of the presence of lagged dependent variables and errors-in-variables. The method of recursive bootstrap overcomes these problems and seems to provide a more accurate estimate of the behavioral model.
关键词：G12