Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model
DOI10.1016/J.JECONOM.2016.09.003zbMATH Open1443.62439OpenAlexW2186643261MaRDI QIDQ337784FDOQ337784
Authors: Heng Chen, Yanqin Fan, Ruixuan Liu
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
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- Robust inference in nonlinear models with mixed identification strength
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