Conditional heteroskedasticity in nonlinear simultaneous equations
Giorgio Calzolari and Gabriele Fiorentini
| Year of publication: |
1994
|
|---|---|
| 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 |
|---|---|
| Series: | EUI working paper. - 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 |
Persistent link: https://www.econbiz.de/10000151461