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Multivariate volatility models

Fengler, Matthias R.; Herwartz, Helmut - 2001

Multivariate Volatility Models belong to the class of nonlinear models for financial data. Here we want to focus on multivariate GARCH models. These models assume that the variance of the innovation distribution follows a time dependent process conditional on information which is generated by...

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Idenfication and estimation of hedonic models

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Life cycle schooling and dynamic selection bias : models and evidence for five cohorts of American males

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A theory of urban growth

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Returns to education : the causal effects of education on earnings, health, and smoking

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