The time-varying-parameter model for modeling changing conditional variance : the case of the Lucas hypothesis
Chang-Jin Kim ; Charles R. Nelson
| Year of publication: |
1989
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|---|---|
| Authors: | Kim, Chang-jin |
| Other Persons: | Nelson, Charles R. (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 7.1989, 4, p. 433-440
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| Subject: | Friedman Hypothese | Geldmenge | Money supply | Zeitreihenanalyse | Time series analysis | Geldnachfrage | Money demand | Theorie | Theory | USA | United States | Zustandsraummodell | State space model | 1964-1985 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001074853