Modelling time-varying parameters in panel data state-space frameworks : an application to the Feldstein–Horioka puzzle
Year of publication: |
2020
|
---|---|
Authors: | Camarero Olivas, Mariam ; Sapena, Juan ; Tamarit Escalona, Cecilio R. |
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 |
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