Dealing with endogeneity in regression models with dynamic coefficients

Keyphrases

• Simultaneous Equations 100%
• Endogeneity 100%
• Regression Model 100%
• Dynamic Coefficients 100%
• Maximum Likelihood Estimation 50%
• Econometrics 50%
• Limited Information Maximum Likelihood 50%
• Control Function Approach 50%
• Time-varying Parameter Model 50%
• Two-step Estimation 50%
• Generated Regressors 50%
• Stochastic Coefficients 50%

Economics, Econometrics and Finance

• Multiple Equation Model 100%
• Econometrics 50%