Time Varying Coefficient Models; A Proposal for selecting the Coefficient Driver Sets
Year of publication: |
2014-12
|
---|---|
Authors: | Hall, Stephen G. ; Swamy, P. A. V. B. ; Tavlas, George S. |
Institutions: | Department of Economics, Leicester University |
Subject: | Time-varying coefficient model | Coefficient driver | Specification Problem | Correct interpretation of coefficients |
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