How Long to Read Dealing with Endogeneity in Regression Models with Dynamic Coefficients

By Chang-Jin Kim

How Long Does it Take to Read Dealing with Endogeneity in Regression Models with Dynamic Coefficients?

It takes the average reader 1 hour and 58 minutes to read Dealing with Endogeneity in Regression Models with Dynamic Coefficients by Chang-Jin Kim

Assuming a reading speed of 250 words per minute. Learn more

Description

The purpose of this monograph is to present a unified econometric framework for dealing with the issues of endogeneity in Markov-switching models and time-varying parameter models, as developed by Kim (2004, 2006, 2009), Kim and Nelson (2006), Kim et al. (2008), and Kim and Kim (2009). While Cogley and Sargent (2002), Primiceri (2005), Sims and Zha (2006), and Sims et al. (2008) consider estimation of simultaneous equations models with stochastic coefficients as a system, we deal with the LIML (limited information maximum likelihood) estimation of a single equation of interest out of a simultaneous equations model. Our main focus is on the two-step estimation procedures based on the control function approach, and we show how the problem of generated regressors can be addressed in second-step regressions.

How long is Dealing with Endogeneity in Regression Models with Dynamic Coefficients?

Dealing with Endogeneity in Regression Models with Dynamic Coefficients by Chang-Jin Kim is 116 pages long, and a total of 29,696 words.

This makes it 39% the length of the average book. It also has 36% more words than the average book.

How Long Does it Take to Read Dealing with Endogeneity in Regression Models with Dynamic Coefficients Aloud?

The average oral reading speed is 183 words per minute. This means it takes 2 hours and 42 minutes to read Dealing with Endogeneity in Regression Models with Dynamic Coefficients aloud.

What Reading Level is Dealing with Endogeneity in Regression Models with Dynamic Coefficients?

Dealing with Endogeneity in Regression Models with Dynamic Coefficients is suitable for students ages 10 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

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