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Publications by Wayne-Roy Gayle

Micro-Level Estimation of Optimal Consumption Choice With Intertemporal Nonseparability in Preferences and Measurement Errors

Journal of Business and Economic Statistics

Social Sciences

English

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Testing for Intertemporal Nonseparability

Journal of Mathematical Economics

Applied Mathematics

English

Do Demographics Prevent Consumption Aggregates From Reflecting Micro-Level Preferences?

European Economic Review

English

Estimation and Inference of Threshold Regression Models With Measurement Errors

Studies in Nonlinear Dynamics and Econometrics

Social Sciences

English

Automatic Biases in Intertemporal Choice

Psychonomic Bulletin and Review

Educational Psychology

Cognitive Psychology

English

Capacity Expansion in Markets With Intertemporal Consumption Externalities

SSRN Electronic Journal

English

Do the "Joneses" Really Matter? Peer-Group Versus Correlated Effects in Intertemporal Consumption Choice

Working Paper Series

English

Corrected-Loss Estimation for Quantile Regression With Covariate Measurement Errors

Applied Mathematics

Biological Sciences

English

Intertemporal Substitution and Smoothness of Consumption

English

Optimal Portfolio Choice Under Regime Switching, Skew and Kurtosis Preferences

SSRN Electronic Journal

English