SUR Approach for IV Estimation of Canonical Contagion Models (Q2809614)
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scientific article; zbMATH DE number 6587392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SUR Approach for IV Estimation of Canonical Contagion Models |
scientific article; zbMATH DE number 6587392 |
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SUR Approach for IV Estimation of Canonical Contagion Models (English)
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30 May 2016
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contagion
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instrumental variable estimator
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seemingly unrelated regression
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