An extensive study on Markov switching models with endogenous regressors
type: Item
instance of: scholarly article
title: An extensive study on Markov switching models with endogenous regressors
zbMATH Open document ID: 1332.62293
author: N. E. Zubov
publication date: 2016-01-19T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62M02
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6532841
zbMATH Keywords: endogeneity
zbMATH Keywords: Markov switching model
zbMATH Keywords: joint estimation procedure
zbMATH Keywords: two-step estimation procedure
zbMATH Keywords: MCMC estimation procedure
zbMATH Keywords: consumption model
MaRDI profile type: Publication
full work available at URL: snde-2012-0071
OpenAlex ID: W587284386
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DOI: 10.1515/SNDE-2012-0071
published in: Studies in Nonlinear Dynamics & Econometrics
description: scientific article; zbMATH DE number 6532841