Time-varying parameter models with endogenous regressors
type: Item
instance of: scholarly article
title: Time-varying parameter models with endogenous regressors
zbMATH Open document ID: 1255.62359
author: Chang-Jin Kim
published in: Economics Letters
publication date: 2013-01-07T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 6122303
zbMATH Keywords: endogeneity
zbMATH Keywords: Kalman filter
zbMATH Keywords: two-step procedure
MaRDI profile type: Publication
full work available at URL: j.econlet.2005.10.007
OpenAlex ID: W2082262778
cites work: Q3718007
cites work: Q4749055
cites work: Q3999341
cites work: Econometric modeling of technical change
cites work: Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model
DOI: 10.1016/J.ECONLET.2005.10.007
description: scientific article; zbMATH DE number 6122303