Estimations and Simulations

  • Annalisa Cristini

Abstract

The model is estimated by Three Stages Least Squares adopting the ‘general to specific’ methodology according to which the final parsimonious estimate is obtained from an initial unrestricted over-parametrized system (Hendry, 1989; Hendry and Richard, 1983).

Keywords

Expense Autocorrelation Volatility OECD 

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Copyright information

© Annalisa Cristini 1999

Authors and Affiliations

  • Annalisa Cristini
    • 1
  1. 1.University of BergamoItaly

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