An extensive study on Markov switching models with endogenous regressors (Q905388)

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scientific article; zbMATH DE number 6532841
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    An extensive study on Markov switching models with endogenous regressors
    scientific article; zbMATH DE number 6532841

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      An extensive study on Markov switching models with endogenous regressors (English)
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      19 January 2016
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      endogeneity
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      Markov switching model
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      joint estimation procedure
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      two-step estimation procedure
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      MCMC estimation procedure
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      consumption model
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