An extensive study on Markov switching models with endogenous regressors (Q905388)
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scientific article; zbMATH DE number 6532841
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extensive study on Markov switching models with endogenous regressors |
scientific article; zbMATH DE number 6532841 |
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An extensive study on Markov switching models with endogenous regressors (English)
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19 January 2016
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endogeneity
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Markov switching model
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joint estimation procedure
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two-step estimation procedure
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MCMC estimation procedure
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consumption model
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