Multivariate dynamic probit models : an application to financial crises mutation
Bertrand Candelon, Elena-Ivona Dumitrescu, Christophe Hurlin and Franz C. Palm
| Year of publication: |
2013
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|---|---|
| Authors: | Candelon, Bertrand ; Dumitrescu, Elena-Ivona ; Hurlin, Christophe ; Palm, Franz C. |
| Published in: |
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims. - Bingley [u.a.] : Emerald, ISBN 978-1-78190-752-8. - 2013, p. 395-427
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| Subject: | VAR-Modell | VAR model | Nichtlineare Regression | Nonlinear regression | Multivariate Analyse | Multivariate analysis | Probit-Modell | Probit model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Finanzkrise | Financial crisis | Schwellenländer | Emerging economies | 1985-2010 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010252316