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Markov-Switching Models with Endogenous Explanatory Variables Ii : A Two-Step Mle Procedure with Standard-Error Correction
Kim, Chang-Jin, (2004)
Markov-switching models with endogenous explanatory variables II : a two-step MLE procedure
Kim, Chang-jin, (2009)
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables
Spagnolo, Fabio, (2004)
Dealing with endogeneity in regression models with dynamic coefficients
Kim, Chang-jin, (2010)
Markov-switching and the Beveridge-Nelson decomposition : has US output persistence changed since 1984?
Kim, Chang-jin, (2008)