Inference on stochastic time-varying coefficient models
Year of publication: |
2014
|
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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 |
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