Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model
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Publication:337784
DOI10.1016/j.jeconom.2016.09.003zbMath1443.62439OpenAlexW2186643261MaRDI QIDQ337784
Ruixuan Liu, Heng Chen, Yanqin Fan
Publication date: 3 November 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.09.003
Applications of statistics to economics (62P20) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10)
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