Estimation of Markov regime-switching regression models with endogenous switching
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 |
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