Models with Several Regimes and Changes in Exogeneity

• 1 January 1980
• journal article
• Published by Oxford University Press (OUP) in The Review of Economic Studies
• Vol. 47  (1) , 1-20
• https://doi.org/10.2307/2297101

Abstract

Keywords

• LIML
• EXOGENEITY
• TREATMENT
• QUANDT
• GOLDFELD
• ENDOGENOUS
• MODELS WITH SEVERAL REGIMES
• INTRODUCE