Smooth transition simultaneous equation models
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Publication:6106612
DOI10.1016/j.jedc.2022.104546zbMath1518.91134OpenAlexW4306688283MaRDI QIDQ6106612
Anjeza Kadilli, Jaya Krishnakumar
Publication date: 3 July 2023
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104546
nuisance parameterssimulationsimplicit reduced formmarket comovementNL2SLS estimation methodsimultaneity testing
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