Time Varying Coefficient Models; A Proposal for selecting the Coefficient Driver Sets
| Year of publication: |
2014-12
|
|---|---|
| Authors: | Hall, Stephen G. ; Swamy, P. A. V. B. ; Tavlas, George S. |
| Institutions: | Department of Economics, Leicester University |
| Subject: | Time-varying coefficient model | Coefficient driver | Specification Problem | Correct interpretation of coefficients |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 14/18 |
| Classification: | C13 - Estimation ; C19 - Econometric and Statistical Methods: General. Other ; C22 - Time-Series Models |
| Source: |
Persistent link: https://www.econbiz.de/10011095075