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Cadmus, EUI Research Repository
Research . 2003
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Research Papers in Economics
Preprint . 1994
Full-Text: https://mpra.ub.uni-muenchen.de/24428/1/MPRA_paper_24428.pdf
Data sources: Research Papers in Economics
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Conditional heteroskedasticity in nonlinear simultaneous equations

descriptionPublicationkeyboard_double_arrow_right Research , Preprint , Report 01 Sep 1994 Italy, Germany English Publisher:European University Institute
Authors: Calzolari, Giorgio; Fiorentini, Gabriele;

handle: 1814/523

Conditional heteroskedasticity in nonlinear simultaneous equations

Abstract

Digitised version produced by the EUI Library and made available online in 2020.

Countries
Italy, Germany
Related Organizations
Keywords

C15 - Statistical Simulation Methods: General, Dynamic Treatment Effect Models, C32 - Time-Series Models, C13 - Estimation: General, State Space Models, Nonlinear simultaneous equations; conditional heteroskedasticity; instrumental variables; nonlinear FIML; demand supply model, long term treasury bonds, Dynamic Quantile Regressions, Diffusion Processes, jel: jel:C13, jel: jel:C32, jel: jel:C15

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
Green
Related to Research communities
The European University of Social Sciences