| Autor: |
Lange, Rense, Oliva, Terence A., McDade, Sean R. |
| Předmět: |
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| Zdroj: |
Studies in Nonlinear Dynamics & Econometrics; Oct2000, Vol. 4 Issue 3, p137-168, 32p, 2 Diagrams, 3 Charts, 8 Graphs |
| Abstrakt: |
Introduces an algorithm for estimating multivariate catastrophe models. Description of the framework of implementing flexible method to test the catastrophe models; Determination of the statistical significance of latent variables; Effects of indicator reliability on the quality of the weight estimations. |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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