Nonparametric kernel estimation of evolutionary autoregressive processes
Year of publication: |
2001
|
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Authors: | Kim, Woocheol |
Publisher: |
Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |
Subject: | Autoregressive models | Evolutionary linear processes | Local linear fits | Locally-stationary processes | Phillips and Solo device | Time-varying coefficients |
Series: | SFB 373 Discussion Paper ; 2001,103 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 725989572 [GVK] hdl:10419/62720 [Handle] RePEc:zbw:sfb373:2001103 [RePEc] |
Source: |
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