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Revisiting growth empirics based on IV panel quantile regression

Huo, Lijuan; Kim, Tae-hwan; Kim, Yunmi - In: Applied economics 47 (2015) 34/36, pp. 3859-3873

Persistent link: https://www.econbiz.de/10011294309

Testing for structural breaks in return-based style regression models

Kim, Yunmi; Stone, Douglas; Kim, Tae-hwan - In: Financial markets and portfolio management 35 (2021) 1, pp. 61-76

Persistent link: https://www.econbiz.de/10012495896

Dealing with endogeneity in regression models with dynamic coefficients

Kim, Chang-jin (contributor) - 2010

Persistent link: https://www.econbiz.de/10008656405

Markov-switching models with endogenous explanatory variables II : a two-step MLE procedure

Kim, Chang-jin - In: Journal of econometrics 148 (2009) 1, pp. 46-55

Persistent link: https://www.econbiz.de/10003813118

Markov-switching models with endogenous explanatory variables

Kim, Chang-jin - In: Journal of econometrics 122 (2004) 1, pp. 127-136

Persistent link: https://www.econbiz.de/10002136509

Estimation of Markov regime-switching regression models with endogenous switching

Kim, Chang-jin; Piger, Jeremy Max; Startz, Richard - In: Journal of econometrics 143 (2008) 2, pp. 263-273

Persistent link: https://www.econbiz.de/10003722601

Estimation of Markov regime-switching regression models with endogenous switching

Kim, Chang-jin (contributor); Piger, Jeremy Max (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001979877

Markov-Switching Models with Endogenous Explanatory Variables Ii : A Two-Step Mle Procedure with Standard-Error Correction

Kim, Chang-Jin - 2004

This paper provides a unified framework for a two-step MLE procedure to deal with the problem of endogeneity in Markov-switching regression models. Two important issues are considered. First, a consistent estimation of the Markov-switching regression equation of interest is considered. Second,...

Persistent link: https://www.econbiz.de/10014072735