Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables (Q6097545)
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scientific article; zbMATH DE number 7692908
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables |
scientific article; zbMATH DE number 7692908 |
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Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables (English)
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5 June 2023
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asymptotic covariance
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Markov switching model with endogenous variables
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maximum likelihood estimates
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nonlinear time series
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testing for endogeneity
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