Dealing with Endogeneity in Regression Models with Dynamic Coefficients

by Chang-Jin Kim

Dealing with Endogeneity in Regression Models with Dynamic Coefficients presents a unified econometric framework for dealing with the issues of endogeneity in Markov-switching models and time-varying parameter models. While others have considered estimation of simultaneous equations models with stochastic coefficients as a system, we focus on the LIML (limited information maximum likelihood) estimation of a single equation of interest out of a simultaneous...

• Format: Paperback
• Language: English
• ISBN: 1601983123
• ISBN13: 9781601983121
• Release Date: January 2010
• Publisher: Now Publishers
• Length: 118 Pages
• Weight: 0.39 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"