A Monte Carlo study of time varying coefficient (TVC) estimation
Stephen G. Hall, Heather D. Gibson, G.S. Tavlas, Mike G. Tsionas
| Year of publication: |
2020
|
|---|---|
| Authors: | Hall, Stephen G. ; Gibson, Heather D. ; Tavlas, George S. ; Tsionas, Efthymios G. |
| Subject: | Time-varying coefficients | Specification errors | Monte Carlo | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-018-9878-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012272018