An inflated multivariate integer count hurdle model: An application to bid and ask quote dynamics

Journal of Applied Econometrics

Volumn 26, Issue 4, 2011, Pages 669-707

  Bien, Katarzyna ^a   Nolte, Ingmar ^b   Pohlmeier, Winfried ^c  

^a WARSAW SCHOOL OF ECONOMICS   (Poland)

^b UNIVERSITY OF WARWICK   (United Kingdom)

^c UNIVERSITY OF KONSTANZ   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 79956113289     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.1122     Document Type: Article

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