Estimation and inference on time-varying favar models
Zhonghao Fu, Liangjun Su, and Xia Wang
| Year of publication: |
2024
|
|---|---|
| Authors: | Fu, Zhonghao ; Su, Liangjun ; Wang, Xia |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 42.2024, 2, p. 533-547
|
| Subject: | FAVAR | Local smoothing | Specification test | Structural change | Time-varying modelling | VAR-Modell | VAR model | Schätzung | Estimation | Schätztheorie | Estimation theory | Volatilität | Volatility | Strukturwandel | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2023.2203726 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015053425