Dealing with endogeneity in a time-varying parameter model : joint estimation and two-step estimation procedures
Year of publication: |
2011
|
---|---|
Authors: | Kim, Yunmi ; Kim, Chang-jin |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 14.2011, 3, p. 487-497
|
Subject: | Schätztheorie | Estimation theory | Schätzung | Estimation |
-
Estimation and inference for a class of generalized hierarchical models
Dong, Chaohua, (2024)
-
Durlauf, Steven N., (2005)
-
Parameter estimation of the Heston volatility model with jumps in the asset prices
Gruszka, Jarosław, (2023)
- More ...
-
Is the backward-looking component important in a new Keynesian Phillips curve?
Kim, Chang-jin, (2008)
-
Kim, Chang-jin, (2019)
-
Is the Backward-Looking Component Important in a New Keynesian Phillips Curve?
Kim, Chang-Jin, (2008)
- More ...