Modelling time-varying parameters in panel data state-space frameworks : an application to the Feldstein–Horioka puzzle
Mariam Camarero, Juan Sapena, Cecilio Tamarit
| Year of publication: |
2020
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| Authors: | Camarero Olivas, Mariam ; Sapena, Juan ; Tamarit Escalona, Cecilio R. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 56.2020, 1, p. 87-114
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| Subject: | Feldstein-Horioka puzzle | Panel unit root tests | Multiple structural breaks | Common factors | Kalman Filter | Time varying parameters | Zustandsraummodell | State space model | Panel | Panel study | Strukturbruch | Structural break | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Kointegration | Cointegration | Kapitalmobilität | Capital mobility | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-019-09879-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012272020