Modelling time-varying heterogeneity in panel data as regime-switching
Beccarini, Andrea; Kempa, Bernd
Research article (journal) | Peer reviewedDetails about the publication
Journal: Annals of Economics and Statistics (Ann Econ Stat)
Volume: 151
Page range: 81-120
Status: Published
Release year: 2023
Language in which the publication is written: English
DOI: 10.2307/48744151
Link to the full text: https://doi.org/10.2307/48744151
Keywords: Panel data analysis; Regime-switching model; EM-algorithm; Interest rate differentials
Authors from the University of Münster
| Beccarini, Andrea | Professur für VWL, Ökonometrie/Wirtschaftsstatistik (Prof. Trede) |
| Kempa, Bernd | Professur für internationale Ökonomie (Prof. Kempa) |