A tobit model with garch errors (Q4385002)
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scientific article; zbMATH DE number 1139838
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A tobit model with garch errors |
scientific article; zbMATH DE number 1139838 |
Statements
A tobit model with garch errors (English)
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13 April 1998
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censored regressions
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conditional heteroskedasticity
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time series regression
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Tobit
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Monte Carlo simulations
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0.8441221117973328
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0.7821977138519287
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0.7529563307762146
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0.7518970966339111
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0.7510737180709839
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