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Dealing with Endogeneity in Regression Models with Dynamic Coefficients - Foundations and Trends® in Econometrics
Chang-Jin Kim
Dealing with Endogeneity in Regression Models with Dynamic Coefficients - Foundations and Trends® in Econometrics
Chang-Jin Kim
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.
118 pages
Media | Books Paperback Book (Book with soft cover and glued back) |
Released | February 3, 2010 |
ISBN13 | 9781601983121 |
Publishers | now publishers Inc |
Pages | 118 |
Dimensions | 156 × 234 × 6 mm · 178 g |
Language | English |