Pages that link to "Item:Q4913920"
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The following pages link to Dealing with endogeneity in a time‐varying parameter model: joint estimation and two‐step estimation procedures (Q4913920):
Displaying 12 items.
- Estimation of market power in the presence of firm level inefficiencies (Q527925) (← links)
- Battese-Coelli estimator with endogenous regressors (Q608860) (← links)
- An extensive study on Markov switching models with endogenous regressors (Q905388) (← links)
- A constrained state space approach for estimating firm efficiency (Q1672855) (← links)
- Addressing endogeneity in aggregate logit models with time-varying parameters for optimal retail-pricing (Q1737508) (← links)
- Time-varying parameter models with endogenous regressors (Q1929072) (← links)
- Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies (Q2121830) (← links)
- Regime-dependent fiscal multipliers in the United States (Q2416237) (← links)
- Handling endogeneity and nonnegativity in correlated random effects models: evidence from ambulatory expenditure (Q2802553) (← links)
- Dealing with endogeneity in a time‐varying parameter model: joint estimation and two‐step estimation procedures (Q4913920) (← links)
- Two-Stage Bayesian Model Averaging in Endogenous Variable Models (Q5080440) (← links)
- Dealing with Endogeneity in Regression Models with Dynamic Coefficients (Q5746539) (← links)
