Estimation of Markov regime-switching regression models with endogenous switching
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Publication:72021
DOI10.1016/j.jeconom.2007.10.002zbMath1418.62487OpenAlexW2003631406MaRDI QIDQ72021
Chang-Jin Kim, Jeremy Piger, Richard Startz, Richard Startz, Chang-Jin Kim, Jeremy Piger
Publication date: April 2008
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2007.10.002
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Point estimation (62F10)
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