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Estimation of Markov regime-switching regression models with endogenous switching
Kim, Chang-jin; Piger, Jeremy Max; Startz, Richard - In: Journal of econometrics 143 (2008) 2, pp. 263-273
Persistent link: https://www.econbiz.de/10003722601
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The zero-information-limit condition and spurious inference in weakly identified models
Nelson, Charles R.; Startz, Richard - In: Journal of econometrics 138 (2007) 1, pp. 47-62
Persistent link: https://www.econbiz.de/10003451736
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The variance of regression coefficients when the population is finite
Startz, Richard; Steigerwald, Douglas G. - In: Journal of econometrics 240 (2024) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10015075057
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Testing rational expectations by the use of overidentifying restrictions
Startz, Richard - In: Journal of econometrics 23 (1983) 3, pp. 343-351
Persistent link: https://www.econbiz.de/10002879915
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Estimation of Markov regime-switching regression models with endogenous switching
Kim, Chang-Jin; Piger, Jeremy; Startz, Richard - In: Journal of econometrics 143 (2008) 2, pp. 263-273
Persistent link: https://www.econbiz.de/10007910772
Cover Image
The zero-information-limit condition and spurious inference in weakly identified models
Nelson, Charles R.; Startz, Richard - In: Journal of econometrics 138 (2007) 1, pp. 47-62
Persistent link: https://www.econbiz.de/10007615319