Estimation of a semiparametric IGARCH (1,1) model
Woocheol Kim; Oliver Linton
| Year of publication: |
2011
|
|---|---|
| Authors: | Kim, Woocheol ; Linton, Oliver |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 27.2011, 3, p. 639-661
|
| Subject: | Regressionsanalyse | Regression analysis | ARCH-Modell | ARCH model | Core | Schätztheorie | Estimation theory | IV-Schätzung | Instrumental variables |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009266722