Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Nonparametric identification of positive eigenfunctions   Important features of certain economic models may be revealed by studying
positive eigenfunctions of appropriately chosen linear operators. Examples
include long-run risk-return relationships in dynamic asset pricing models and
components of marginal utility in external habit formation models. This paper
provides identification conditions for positive eigenfunctions in nonparametric
models. Identification is achieved if the operator satisfies two mild
positivity conditions and a power compactness condition. Both existence and
identification are achieved under a further non-degeneracy condition. The
general results are applied to obtain new identification conditions for
external habit formation models and for positive eigenfunctions of pricing
operators in dynamic asset pricing models.

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The categories of this paper are: hep-ph
34
The categories of this paper are: chem-ph
32
The categories of this paper are: atom-ph
24
The categories of this paper are: dg-ga
30
The categories of this paper are: q-alg
1
The categories of this paper are: cs
2
The categories of this paper are: math
14
The categories of this paper are: math-ph
26
The categories of this paper are: bayes-an
15
The categories of this paper are: nucl-ex
29
The categories of this paper are: funct-an
12
The categories of this paper are: nucl-th
21
The categories of this paper are: adap-org
27
The categories of this paper are: comp-gas
7
The categories of this paper are: hep-th
3
The categories of this paper are: physics