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  • Search: subject:"Evolutionary linear processes"
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Year of publication
Subject
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Autoregressive models 2 Evolutionary linear processes 2 Local linear fits 2 Locally-stationary processes 2 Phillips and Solo device 2 Time-varying coefficients 2
Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 1
Language
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English 1 Undetermined 1
Author
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Kim, Woocheol 2
Institution
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1
Published in...
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SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1
Source
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EconStor 1 RePEc 1
Showing 1 - 2 of 2
Cover Image
Nonparametric kernel estimation of evolutionary autoregressive processes
Kim, Woocheol - 2001
case of evolutionary linear processes. As an application for statistical inference, we show how Wald tests for stationarity …
Persistent link: https://www.econbiz.de/10010310372
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Cover Image
Nonparametric kernel estimation of evolutionary autoregressive processes
Kim, Woocheol - Sonderforschungsbereich 373, Quantifikation und … - 2001
case of evolutionary linear processes. As an application for statistical inference, we show how Wald tests for stationarity …
Persistent link: https://www.econbiz.de/10010956498
Saved in:
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