Time-varying parameter models with endogenous regressors
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Publication:1929072
DOI10.1016/j.econlet.2005.10.007zbMath1255.62359OpenAlexW2082262778MaRDI QIDQ1929072
Publication date: 7 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2005.10.007
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Point estimation (62F10)
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