Structural estimation of jump-diffusion processes in macroeconomics
نویسندگان
چکیده
منابع مشابه
Efficient estimation of default correlation for multivariate jump-diffusion processes
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2009
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2009.06.003