Inference in a stationary/nonstationary autoregressive time-varying-parameter model

by Donald W.K. Andrews and Ming Li

Year of publication:	[2024]
Authors:	Andrews, Donald W. K. ; Li, Ming
Publisher:	New Haven, Connecticut : Cowles Foundation for Research in Economics, Yale University
Subject:	Autoregressive time-varying-parameter model \| endogenous initial condition \| nonparametric estimation \| confidence interval \| Schätztheorie \| Estimation theory \| Zeitreihenanalyse \| Time series analysis \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Autokorrelation \| Autocorrelation

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