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Efficient Estimation of the Non-linear Volatility and Growth Model

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Author Info
Julie Byrne () (Economics,Finance and Accounting, National University of Ireland, Maynooth)
Denis Conniffe () (Economics,Finance and Accounting, National University of Ireland, Maynooth)
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File URL: http://economics.nuim.ie/research/workingpapers/documents/N2030809.pdf
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Publisher Info
Paper provided by Department of Economics, Finance and Accounting, National University of Ireland - Maynooth in its series Economics, Finance and Accounting Department Working Paper Series with number n2030809.pdf.

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Length: 15 pages
Date of creation: 2009
Date of revision:
Handle: RePEc:may:mayecw:n2030809.pdf

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Postal: Maynooth, Co. Kildare
Phone: 353-1-7083728
Fax: 353-1-7083934
Web page: http://www.may.ie/academic/economics/
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Related research
Keywords: Econometrics; Macroeconomics; Growth; Volatility;

Find related papers by 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, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - General

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This page was last updated on 2009-11-25.


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