Estimation of SEM with GARCH errors (Q1927102)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimation of SEM with GARCH errors |
scientific article |
Statements
Estimation of SEM with GARCH errors (English)
0 references
30 December 2012
0 references
simultaneous equations
0 references
GARCH errors
0 references
quasi-maximum likelihood
0 references
GMM
0 references
simulation experiments
0 references
0 references
0 references
0 references
0 references
0 references