Markov-switching models with endogenous explanatory variables II : a two-step MLE procedure
Chang-Jin Kim
| Year of publication: |
2009
|
|---|---|
| Authors: | Kim, Chang-jin |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 148.2009, 1, p. 46-55
|
| Subject: | Systematischer Fehler | Bias | Markov-Kette | Markov chain | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis |
| 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://www.econbiz.de/10003813118