Citations: Andersen, Torben Gustav, Tim Bollerslev. 1996. GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study. Journal of Business & Economic Statistics. (3)328-352.
For FIT tasks, the DATA= option specifies which input data set to use in estimating parameters. Variables in the model program are looked up in the DATA= data set and, if found, their attributes (type ...
Spatial econometrics addresses the challenges posed by spatially correlated data, enabling researchers to understand and quantify how economic phenomena in one location can influence those in ...
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