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Dealing with endogeneity in a time-varying parameter model : joint estimation and two-step estimation procedures
Kim, Yunmi; Kim, Chang-jin - In: The econometrics journal 14 (2011) 3, pp. 487-497
Persistent link: https://www.econbiz.de/10009383081
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Two-stage quantile regression when the first stage is based on quantile regression
Kim, Tae-hwan; Muller, Christophe - In: The econometrics journal 7 (2004) 1, pp. 218-231
Persistent link: https://www.econbiz.de/10002122077
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Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen James; Kim, Tae-hwan; Smith, Vanessa; … - In: The econometrics journal 6 (2003) 2, pp. 291-311
Persistent link: https://www.econbiz.de/10001831250
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Dealing with endogeneity in a time‐varying parameter model: joint estimation and two‐step estimation procedures
Kim, Yunmi; Kim, Chang‐Jin - In: The econometrics journal 14 (2011) 3, pp. 487-498
Persistent link: https://www.econbiz.de/10009343976
Cover Image
Two-stage quantile regression when the first stage is based on quantile regression
Kim, Tae-Hwan; Muller, Christophe - In: The econometrics journal 7 (2004) 1, pp. 218-231
Persistent link: https://www.econbiz.de/10007449956
Cover Image
Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen; Kim, Tae-Hwan; Smith, Vanessa; … - In: The econometrics journal 6 (2003) 2, pp. 291-311
Persistent link: https://www.econbiz.de/10007458522