Journal of Applied Econometrics Data Archive

Katarzyna Bien, Ingmar Nolte, and Winfried Pohlmeier, "An Inflated Multivariate Integer Count Hurdle Model: An Application to Bid and Ask Quote Dynamics", Journal of Applied Econometrics, Vol. 26, No. 4, 2011, pp. 669-707.

• Readme file
• bnp-data.zip

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