Efficient Estimation of the Non-linear Volatility and Growth Model
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More about this item
Keywords
Econometrics; Macroeconomics; Growth; Volatility;All these keywords.
JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- O40 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2009-11-07 (Econometrics)
- NEP-FDG-2009-11-07 (Financial Development and Growth)
- NEP-ORE-2009-11-07 (Operations Research)
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