Estimation of SEM with GARCH errors

Krishnakumar, Jaya; Kabili, Andi; Roko, Ilir

doi:10.1016/j.csda.2012.03.006

Scientific article

English

Estimation of SEM with GARCH errors

ContributorsKrishnakumar, Jaya; Kabili, Andi; Roko, Ilir

Published inComputational statistics and data analysis, vol. 56, no. 11, p. 3153-3181

Publication date2012

Affiliation entities

Faculté d'économie et de management / Institute of Economics and Econometrics

Citation (ISO format)

KRISHNAKUMAR, Jaya, KABILI, Andi, ROKO, Ilir. Estimation of SEM with GARCH errors. In: Computational statistics and data analysis, 2012, vol. 56, n° 11, p. 3153–3181. doi: 10.1016/j.csda.2012.03.006

Article (Published version)

Identifiers

PID : unige:41670
DOI : 10.1016/j.csda.2012.03.006

791views

324downloads

Creation10/11/2014 00:23:00

First validation10/11/2014 00:23:00

Update time14/03/2023 22:13:58

Status update14/03/2023 22:13:58

Last indexation30/10/2024 20:40:32

Archive ouverte UNIGE

Estimation of SEM with GARCH errors

Technical informations