Time-varying instrumental variable estimation
Liudas Giraitis, George Kapetanios, Massimiliano Marcellino
| Year of publication: |
2021
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|---|---|
| Authors: | Giraitis, Liudas ; Kapetanios, George ; Marcellino, Massimiliano |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 224.2021, 2, p. 394-415
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| Subject: | Endogeneity | Hausman test | Instrumental variables | Non-parametric methods | Phillips curve | Time-varying parameters | IV-Schätzung | Phillips-Kurve | Schätztheorie | Estimation theory | Schätzung | Estimation | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.08.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013275394