Markov-switching models with endogenous explanatory variables. II: A two-step MLE procedure (Q301958)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov-switching models with endogenous explanatory variables. II: A two-step MLE procedure |
scientific article |
Statements
Markov-switching models with endogenous explanatory variables. II: A two-step MLE procedure (English)
0 references
4 July 2016
0 references
control function approach
0 references
curse of dimensionality
0 references
endogeneity
0 references
Markov switching
0 references
two-step estimation procedure
0 references
smoothed probability
0 references
0 references
0 references
0 references
