Keyphrases
Curse of Dimensionality
40%
Efficient Estimator
20%
Endogeneity
20%
Estimation Method
100%
Explanatory Variables
100%
Finite Sample
20%
Joint Estimation
60%
Latent State
40%
Low Correlation
20%
Markov Switching Model
100%
Markov Switching Regression Model
20%
Maximum Likelihood Estimation
100%
Monte Carlo Experiment
20%
Potential Correlation
20%
Transition Probability Matrix
20%
Two-step Estimation
40%
Zero-correlation
20%
Mathematics
Curse of Dimensionality
100%
Explanatory Variable
100%
Low Correlation
50%
Matrix (Mathematics)
50%
Maximum Likelihood
100%
Monte Carlo
50%
Regression Model
50%
State Variable
100%
Transition Probability
50%
Zero Correlation
50%
Economics, Econometrics and Finance
Switching Regression Model
100%