Estimating deterministically time-varying variances in regression models
Year of publication: |
2005
|
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Authors: | Kapetanios, George |
Publisher: |
London : Queen Mary University of London, Department of Economics |
Subject: | Strukturbruch | Regression | Schätztheorie | Structural change, Non-stationarity, Deterministic time-variation |
Series: | Working Paper ; 540 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 487168011 [GVK] hdl:10419/62807 [Handle] |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C14 - Semiparametric and Nonparametric Methods |
Source: |
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