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Markov-switching models with endogenous explanatory variables
Chang Jin Kim
Department of Economics
Research output
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Contribution to journal
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Article
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peer-review
38
Citations (Scopus)
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Mathematics
Markov Switching Model
100%
Maximum Likelihood Estimation
37%
Filter
35%
Endogeneity
31%
Wald Statistic
28%
Markov Switching
27%
Quasi-maximum Likelihood
26%
Bias Correction
25%
Likelihood Ratio Statistic
23%
Term
21%
Model
19%
Disturbance
18%
Model-based
17%
Regression Model
16%
Valid
14%
Framework
11%
Business & Economics
Markov Switching Model
75%
Markov Switching
43%
Filter
41%
Bias Correction
37%
Maximum Likelihood Estimation
36%
Endogeneity
34%
Quasi-maximum Likelihood Estimation
31%
Likelihood Ratio Statistic
30%
Switching Regression Models
28%
Statistics
14%
Arts & Humanities
Markov Switching
70%
Filter
31%
Maximum Likelihood Estimation
27%
Statistics
26%
Likelihood Ratio
23%
Quasi-maximum Likelihood Estimation
23%
Bias Correction
20%
Endogeneity
13%
Engineering & Materials Science
Maximum likelihood estimation
34%
Statistics
22%