Time-varying parameter models with endogenous regressors (Q1929072)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Time-varying parameter models with endogenous regressors |
scientific article; zbMATH DE number 6122303
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying parameter models with endogenous regressors |
scientific article; zbMATH DE number 6122303 |
Statements
Time-varying parameter models with endogenous regressors (English)
0 references
7 January 2013
0 references
endogeneity
0 references
Kalman filter
0 references
two-step procedure
0 references
