Dealing with endogeneity in a time‐varying parameter model: joint estimation and two‐step estimation procedures (Q4913920)

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scientific article; zbMATH DE number 6154767
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Dealing with endogeneity in a time‐varying parameter model: joint estimation and two‐step estimation procedures
scientific article; zbMATH DE number 6154767

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    Dealing with endogeneity in a time‐varying parameter model: joint estimation and two‐step estimation procedures (English)
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    17 April 2013
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    control function approach
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    endogeneity
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    generated regressors
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    joint estimation procedure
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    time-varying parameter model
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    two-step estimation procedure
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