A tobit model with garch errors

Econometric Reviews

Volumn 17, Issue 1, 1998, Pages 85-104

  Calzolari, Giorgio ^a   Fiorentini, Gabriele ^b  

^a UNIVERSITY OF FLORENCE   (Italy)

^b UNIVERSITY OF ALICANTE   (Spain)

Author keywords

Censored regressions; Conditional heteroskedasticity; Monte carlo simulations

Indexed keywords

EID: 0008530088     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474939808800404     Document Type: Article

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