THE TIME-VARYING-PARAMETER MODEL AS AN ALTERNATIVE TO ARCH FOR MODELING CHANGING CONDITIONAL VARIANCE: THE CASE OF THE LUCAS HYPOTHESIS.
| Year of publication: |
1988
|
|---|---|
| Authors: | NELSON, C.R. ; KIM, C-J. |
| Institutions: | Department of Economics, University of Washington |
| Subject: | economic models | econometrics | tests |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | 26 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005618531