A flexible parametric approach for estimating switching regime models and treatment effect parameters
Heng Chen; Yanqin Fan; Jisong Wu
| Year of publication: |
2014
|
|---|---|
| Authors: | Chen, Heng ; Fan, Yanqin ; Wu, Jisong |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 181.2014, 2, p. 77-91
|
| Subject: | EM algorithm | Generalized normal mean-variance mixture | Inverse-mills ratio | Skewness | Two-step estimation | Schätztheorie | Estimation theory | Schätzung | Estimation | Statistische Verteilung | Statistical distribution | Algorithmus | Algorithm |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010473347