Estimation of dynamic and ARCH Tobit models
Year of publication: |
1999
|
---|---|
Authors: | Lee, Lung-fei |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 92.1999, 2, p. 355-390
|
Subject: | ARCH-Modell | ARCH model | Simulation | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Tobit-Modell | Tobit model |
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