Donauer, Stefanie; Heinen, Florian; Sibbertsen, Philipp - Universität <Hannover> / Wirtschaftswissenschaftliche … - 2010
show that the phenomena of getting strongly biased estimators is aconsequence of the so-called identication problem, the … problem of properly distinguishing thetransition function in relation to extreme parameter combinations. This happens in …In ESTAR models it is usually dfficult to determine parameter estimates, as it can be observedin the literature. We …