Eliminating the omitted variable bias by a regime-switching approach

DOI10.1080/02664760902914474OpenAlexW1983671006MaRDI QIDQ5123497

Andrea Beccarini

Publication date: 29 September 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760902914474

zbMATH Keywords

EM algorithmMonte Carlo simulationsFisher's equationregime-switching modelomitted variable bias

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Bias correction through filtering omitted variables and instruments

Cites Work

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