Modelling time-varying heterogeneity in panel data as regime-switching
Beccarini, Andrea; Kempa, Bernd
Keywords
Panel data analysis; Regime-switching model; EM-algorithm; Interest rate differentials
Publication type
Research article (journal)
Peer reviewed
Yes
Publication status
Published
Year
2023
Journal
Annals of Economics and Statistics
Volume
151
Start page
81
End page
120
Language
English
ISSN
2115-4430
DOI
Full text