Umgang mit Endogenität in Regressionsmodellen mit dynamischen Koeffizienten, Pape...
Dealing With Endogeneity in Regression Models With Dynamic Coefficients, Paperback by Kim, Chang-Jin, ISBN 1601983123, ISBN-13 9781601983121, Like New Used, Free shipping in the US Presents a unified econometric framework for dealing with the issues of endogeneity in Markov-switching models and time-varying parameter models. This book focuses on the LIML (limited information maximum likelihood) estimation of a single equation of interest out of a simultaneous equations model.
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