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Markov-switching models with endogenous explanatory variables
Kim, Chang-jin - In: Journal of econometrics 122 (2004) 1, pp. 127-136
Persistent link: https://www.econbiz.de/10002136509
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Markov-switching models with endogenous explanatory variables II : a two-step MLE procedure
Kim, Chang-jin - In: Journal of econometrics 148 (2009) 1, pp. 46-55
Persistent link: https://www.econbiz.de/10003813118
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Markov-switching and the Beveridge-Nelson decomposition : has US output persistence changed since 1984?
Kim, Chang-jin - In: Journal of econometrics 146 (2008) 2, pp. 227-240
Persistent link: https://www.econbiz.de/10003782913
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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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Honoring the research contributions of Charles R. Nelson
Cogley, Timothy (contributor); Nelson, Charles R. (honouree) - 2008
Persistent link: https://www.econbiz.de/10003783443
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The Beveridge-Nelson decomposition in retrospect and prospect
Nelson, Charles R. - In: Journal of econometrics 146 (2008) 2, pp. 202-206
Persistent link: https://www.econbiz.de/10003782907
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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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Markov-switching models with endogenous explanatory variables
Kim, Chang-Jin - In: Journal of econometrics 122 (2004) 1, pp. 127-136
Persistent link: https://www.econbiz.de/10006756216
Cover Image
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
Markov-switching models with endogenous explanatory variables II: A two-step MLE procedure
Kim, Chang-Jin - In: Journal of econometrics 148 (2009) 1, pp. 46-55
Persistent link: https://www.econbiz.de/10008170382