Time-varying coefficient models : a proposal for selecting the coefficient driver sets
Stephen G. Hall, P. A. V. B. Swamy, George S. Tavlas
| Year of publication: |
July 2017
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|---|---|
| Authors: | Hall, Stephen G. ; Swamy, Paravastu A. V. B. ; Tavlas, George S. |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 21.2017, 5, p. 1158-1174
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| Subject: | Time-Varying Coefficient Model | Coefficient Driver | Specification Problem | Correct Interpretation of Coefficients | Schätztheorie | Estimation theory | Statistischer Fehler | Statistical error | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1365100515000279 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011805452