Dealing with endogeneity in a time‐varying parameter model: joint estimation and two‐step estimation procedures

Yunmi Kim and Chang‐Jin Kim

Econometrics Journal, 2011, vol. 14, issue 3, pages 487-497

Date: 2011
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Econometrics Journal is edited by Richard J. Smith, Oliver Linton, Pierre Perron, Jaap Abbring, Alessio Sancetta and Marius Ooms

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