Modeling structural equations with endogenous regressors and heterogeneity through derivative constraints
Year of publication: |
2013
|
---|---|
Authors: | Rau, Tomás |
Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - New York, NY : Soc., ISSN 1759-7323, ZDB-ID 2530322-3. - Vol. 4.2013, 1, p. 125-148
|
Subject: | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | USA | United States | Derivat | Derivative | Volatilität | Volatility | Theorie | Theory |
-
A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong, (1996)
-
Analytic derivatives and the computation of GARCH estimates
Fiorentini, Gabriele, (1995)
-
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian, (1998)
- More ...
-
Rau, Tomás, (2013)
-
The evolution of opportunities for children in Chile 1990-2006
Contreras Guajardo, Dante, (2009)
-
Evidence for inequality of opportunities : a cohort analysis for Chile
Contreras Guajardo, Dante, (2009)
- More ...