Indirect estimation of Markov switching models with endogenous switching
Year of publication: |
2005
|
---|---|
Authors: | Otranto, Edoardo ; Calzolari, Giorgio ; Di Iorio, Francesca |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Markov switching models | indirect inference | simulation estimation | Monte Carlo |
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