Time-Varying Coefficient Estimation in the Presence of Non-Stationarity
Year of publication: |
2009-09
|
---|---|
Authors: | Hall, Stephen ; Swamy, P.A.V.B. ; Tavlas, George S. ; Hondroyiannis, George |
Institutions: | Department of Economics, Leicester University |
Subject: | Specification Problem | Correct interpretation of coefficients | Appropriate assumption | Time-varying coefficient model | Coefficient driver |
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