Estimation of SEM with GARCH errors (Q1927102)
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scientific article; zbMATH DE number 6119745
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of SEM with GARCH errors |
scientific article; zbMATH DE number 6119745 |
Statements
Estimation of SEM with GARCH errors (English)
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30 December 2012
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simultaneous equations
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GARCH errors
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quasi-maximum likelihood
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GMM
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simulation experiments
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0.9076845
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0.8939664
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0.8878489
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0.88608456
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0.8821763
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0.8812988
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