The Time-Varying-Parameter Model as an Alternative to Arch for Modeling Changing Conditional Variance : the Case of Lucas Hypothesis
Year of publication: |
[2010]
|
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Authors: | Nelson, Charles R. |
Other Persons: | Kim, Chang-Jin (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Geldmenge | Money supply | Geldnachfrage | Money demand | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (34 p) |
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Series: | NBER Working Paper ; No. t0070 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 1988 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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Nelson, Charles R., (1988)
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