I. Module 7 Homework 1 [practice]: GMM Part I

  • Due No due date
  • Points 14
  • Questions 11
  • Time Limit None
  • Allowed Attempts 2

Instructions

Download the data on consumption growth, rmrf, smb, hml, and rf.

We are going to do GMM of the consumption-based model,

LaTeX: E\left[\left(\frac{c_{t+1}}{c_t}\right)^{-\gamma}R^e_{t+1}\right]=0
using these portfolios. We're going to build up to it so you can understand how things are working.

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