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An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics
Bien, Katarzyna; Nolte, Ingmar; Pohlmeier, Winfried - In: Journal of applied econometrics 26 (2011) 4, pp. 669-708
Persistent link: https://www.econbiz.de/10009016722
Cover Image
An inflated multivariate integer count hurdle model : an application to bid and ask quote dynamics
Korycka-Bień, Katarzyna; Nolte, Ingmar; Pohlmeier, Winfried - In: Journal of applied econometrics 26 (2011) 4, pp. 669-707
Persistent link: https://www.econbiz.de/10010218082