Dealing with endogeneity in a time‐varying parameter model: joint estimation and two‐step estimation procedures
Year of publication: |
2011
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Authors: | Kim, Yunmi ; Kim, Chang‐Jin |
Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 14.2011, 3, p. 487-498
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