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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Public Library of Science
2016
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5193442/ https://www.ncbi.nlm.nih.gov/pubmed/28030628 http://dx.doi.org/10.1371/journal.pone.0168967 |