Modeling tails of aggregate economic processes in a stochastic growth model
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Publication:1623510
DOI10.1016/j.csda.2014.02.011zbMath1506.62014OpenAlexW2127312845MaRDI QIDQ1623510
Frédéric Jouneau-Sion, Stéphane Auray, Aurélien Eyquem
Publication date: 23 November 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2014.02.011
Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic growth models (91B62)
Uses Software
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