Another look about the evolution of the risk premium: a VAR-GARCH-M model
Year of publication: |
2003
|
---|---|
Authors: | Iglesias, Emma M. ; Phillips, Garry D. A. |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 20.2003, 4, p. 777-789
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Iglesias, Emma M., (2019)
-
Almost unbiased estimation in simultaneous equations models with strong and/or weak instruments
Iglesias, Emma M., (2011)
-
The bias to order T− 2 for the general k-class estimator in a simultaneous equation model
Iglesias, Emma M., (2010)
- More ...