Dynamic censored regression and the open market desk reaction function

Journal of Business and Economic Statistics

Volumn 29, Issue 2, 2011, Pages 228-237

  de Jong, Robert ^a   Herrera, Ana María ^b  

^a OHIO STATE UNIVERSITY   (United States)

^b WAYNE STATE UNIVERSITY   (United States)

Author keywords

Announcement effect; Censored regression; CLAD; Open market operations; Tobit

Indexed keywords

EID: 79958726548     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1198/jbes.2010.07181     Document Type: Article

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