Estimation of the stochastic conditional duration model via alternative methods
John Knight and Cathy Q. Ning
| Year of publication: |
2008
|
|---|---|
| Authors: | Knight, John L. ; Ning, Cathy Q. |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 11.2008, 3, p. 593-616
|
| Subject: | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Dauer | Duration | Statistische Bestandsanalyse | Duration analysis | Schätzung | Estimation | Markov-Kette | Markov chain |
| Extent: | graph. Darst. |
|---|---|
| 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/10003802430