Estimation of dynamic and ARCH Tobit models (Q1806698)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation of dynamic and ARCH Tobit models |
scientific article; zbMATH DE number 1358170
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of dynamic and ARCH Tobit models |
scientific article; zbMATH DE number 1358170 |
Statements
Estimation of dynamic and ARCH Tobit models (English)
0 references
8 November 1999
0 references
dynamic models
0 references
simulation estimation
0 references
simulated likelihood
0 references
simulated moment
0 references
renewal
0 references
variance reduction
0 references
stable algorithm
0 references
ARCH
0 references
GARCH
0 references
censoring
0 references
0 references
0 references
0 references
0 references
0.89289415
0 references
0.88227284
0 references
0.87999964
0 references
