Conditional heteroskedasticity in nonlinear simultaneous equations
Year of publication: |
1994
|
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Authors: | Calzolari, Giorgio ; Fiorentini, Gabriele |
Publisher: |
Badia Fiesolana, San Domenico (FI) : European Univ. Inst., Economics Dep. |
Subject: | Mehrgleichungsmodell | Multiple equation model | Heteroskedastizität | Heteroscedasticity | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Nichtlineare Regression | Nonlinear regression |
Extent: | 19 S |
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Series: | EUI working paper / ECO. - San Domenico : EUI, ZDB-ID 1385859-2. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Literaturverz. S. 16 - 19 |
Source: | ECONIS - Online Catalogue of the ZBW |
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