Time-varying parameter models with endogenous regressors (Q1929072)
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scientific article; zbMATH DE number 6122303
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| English | Time-varying parameter models with endogenous regressors |
scientific article; zbMATH DE number 6122303 |
Statements
Time-varying parameter models with endogenous regressors (English)
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7 January 2013
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endogeneity
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Kalman filter
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two-step procedure
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0.8779875636100769
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0.804161787033081
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0.7921477556228638
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0.7804433703422546
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