Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions
Year of publication: |
2013-09
|
---|---|
Authors: | Lieberman, Offer ; Phillips, Peter C.B. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Autoregression | Consistency | Nonlinear diffusion | Nonstationarity | Similarity | Small sigma approximation | Stochastic unit root | Time-varying coefficients |
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