Nonparametric kernel estimation of evolutionary autoregressive processes
Year of publication: |
2001
|
---|---|
Authors: | Kim, Woocheol |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | Autoregressive models | Evolutionary linear processes | Local linear fits | Locally-stationary processes | Phillips and Solo device | Time-varying coefficients |
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