Nonparametric identification of dynamic models with unobserved state variables

Journal of Econometrics

Volumn 171, Issue 1, 2012, Pages 32-44

  Hu, Yingyao ^a   Shum, Matthew ^b  

^a JOHNS HOPKINS UNIVERSITY   (United States)

^b CALIFORNIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

MARKOVIAN DYNAMICS; NON-PARAMETRIC IDENTIFICATION; NONSTATIONARY; STATE VARIABLES; TIME VARYING; UNOBSERVED HETEROGENEITY;

MARKOV PROCESSES; STRUCTURAL DYNAMICS;

DYNAMIC MODELS;

EID: 84865756760     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2012.05.023     Document Type: Article

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