An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics

B-Tier
Journal: Journal of Applied Econometrics
Year: 2011
Volume: 26
Issue: 4
Pages: 669-707

Authors (3)

Katarzyna Bien (Narodowy Bank Polski) Ingmar Nolte (Lancaster University) Winfried Pohlmeier (Universität Konstanz)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:wly:japmet:v:26:y:2011:i:4:p:669-707
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-24