An extensive study on Markov switching models with endogenous regressors (Q905388)

From MaRDI portal





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

    Statements

    An extensive study on Markov switching models with endogenous regressors (English)
    0 references
    0 references
    19 January 2016
    0 references
    endogeneity
    0 references
    Markov switching model
    0 references
    joint estimation procedure
    0 references
    two-step estimation procedure
    0 references
    MCMC estimation procedure
    0 references
    consumption model
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references