A note on covariance stationarity conditions for dynamic random coefficient models

In this note we look at sufficient conditions for stationarity of a simple random coefficient model and find that this model is guaranteed to be stationary under strict conditions

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Year of publication:	2002
Authors:	Kapetanios, George
Publisher:	London : Queen Mary University of London, Department of Economics
Subject:	Stochastischer Prozess \| Varianzanalyse \| Stationarity, Random coefficient models

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Series:	Working Paper ; 475
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	377026328 [GVK] hdl:10419/62902 [Handle]
Classification:	C22 - Time-Series Models
Source:	EconStor

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010284194