Inference on stochastic time-varying coefficient models
L. Giraitis; G. Kapetanios; T. Yates
| Year of publication: |
2014
|
|---|---|
| Authors: | Giraitis, Liudas ; Kapetanios, George ; Yates, Anthony |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 179.2014, 1, p. 46-65
|
| Subject: | Time-varying coefficient models | Random coefficient models | Nonparametric estimation | Kernel estimation | Autoregressive processes | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Nichtparametrische Schätzung | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010258276