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Estimation of the Heteroskedastic Canonical Contagion Model with Instrumental Variables
Knowledge of contagion among economies is a relevant issue in economics. The canonical model of contagion is an alternative in this case. Given the existence of endogenous variables in the model, instrumental variables can be used to decrease the bias of the OLS estimator. In the presence of heteros...
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| Publicado no: | PLoS One |
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| Main Authors: | , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Public Library of Science
2016
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5193442/ https://ncbi.nlm.nih.gov/pubmed/28030628 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0168967 |
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