Estimation of Markov regime-switching regression models with endogenous switching
Chang-jin Kim; Jeremy Piger; Richard Startz
| Year of publication: |
2008
|
|---|---|
| Authors: | Kim, Chang-jin ; Piger, Jeremy Max ; Startz, Richard |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 143.2008, 2, p. 263-273
|
| Subject: | Regressionsanalyse | Regression analysis | Markov-Kette | Markov chain | IV-Schätzung | Instrumental variables |
| 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/10003722601