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A local instrumental variable estimation method for generalized additive volatility models

Woocheol Kim

Publication Data

Title A local instrumental variable estimation method for generalized additive volatility models
Author Woocheol Kim
Contributors Oliver B. Linton, Suntory and Toyota International Centres for Economics and Related Disciplines
Publisher Suntory and Toyota International Centres for Economics and Related Disciplines
Publication date 2003
Publication location London
Language English

Topics

Stochastic processes
Nonparametric statistics
Time-series analysis

Catalogue Data

OBNB ID GBA362413
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 42 p.
P1042 Includes bibliographical references.

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A local instrumental variable estimation method for generalized additive volatility models by Woocheol Kim. Published by Suntory and Toyota International Centres for Economics and Related Disciplines in 2003. Publication and catalogue information, links to buy online and reader comments.