Markov-switching models with endogenous explanatory variables (Q2439091): Difference between revisions

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Property / DOI: 10.1016/j.jeconom.2003.10.021 / rank
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Property / DOI: 10.1016/J.JECONOM.2003.10.021 / rank
 
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Latest revision as of 15:44, 18 December 2024

scientific article
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Markov-switching models with endogenous explanatory variables
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    Markov-switching models with endogenous explanatory variables (English)
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    7 March 2014
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    bias correction
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    endogeneity
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    Hausman-Wu test
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    Markov switching
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    forward-looking monetary policy rule
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