Econometric estimation of non-linear continuous-time models of intertemporally optimizing agents
Year of publication: |
2011
|
---|---|
Authors: | Donaghy, Kieran P. ; Wymer, Clifford R. |
Published in: |
Research tools in natural resource and environmental economics. - Singapore [u.a.] : World Scientific Publ., ISBN 981-4289-22-1. - 2011, p. 223-253
|
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
-
Testing of binary regime switching models using squeeze duration analysis
Das, Milan Kumar, (2019)
-
Asymmetries in conditional mean and variance : modelling stock returns by asMA-asQGARCH
Brännäs, Kurt, (2000)
-
Relating stochastic volatility estimation methods
Bos, Charles S., (2011)
- More ...
-
Balta-Ozkan, Nazmiye, (2007)
-
Donaghy, Kieran P., (2017)
-
Impacts of monetary policy on consumer demand of high- and low-income groups in Indonesia
Wicaksono, Gunawan, (2024)
- More ...