Markov-switching models with endogenous explanatory variables. II: A two-step MLE procedure (Q301958)
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scientific article; zbMATH DE number 6600546
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| English | Markov-switching models with endogenous explanatory variables. II: A two-step MLE procedure |
scientific article; zbMATH DE number 6600546 |
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Markov-switching models with endogenous explanatory variables. II: A two-step MLE procedure (English)
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4 July 2016
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control function approach
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curse of dimensionality
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endogeneity
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Markov switching
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two-step estimation procedure
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smoothed probability
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0.9425863
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0.92145336
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0.9055713
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0.89847505
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0.87537616
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