Smooth transition simultaneous equation models

DOI10.1016/j.jedc.2022.104546zbMath1518.91134OpenAlexW4306688283MaRDI QIDQ6106612

Anjeza Kadilli, Jaya Krishnakumar

Publication date: 3 July 2023

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104546

zbMATH Keywords

nuisance parameterssimulationsimplicit reduced formmarket comovementNL2SLS estimation methodsimultaneity testing

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic dynamics (91B55)

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