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  • Search: subject:"parsimoniously time-varying parameters"
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Year of publication
Subject
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Lasso 2 factor models 2 structural break 2 Bayes-Statistik 1 Bayesian inference 1 Business cycle 1 Estimation 1 Estimation theory 1 Factor analysis 1 Faktorenanalyse 1 Konjunktur 1 Parsimoniously time-varying parameters 1 Schätztheorie 1 Schätzung 1 Structural break 1 Strukturbruch 1 USA 1 United States 1 VAR model 1 VAR-Modell 1 Volatility 1 Volatilität 1 parsimoniously time-varying parameters 1
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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 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 2
Author
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Callot, Laurent 2 Kristensen, Johannes Tang 2
Published in...
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Discussion paper / Tinbergen Institute 1 Tinbergen Institute Discussion Paper 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
Cover Image
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation
Callot, Laurent; Kristensen, Johannes Tang - 2015
focus on the Great Moderation. Models with parsimoniously time-varying parameters are models with an unknown number of break …
Persistent link: https://www.econbiz.de/10011288409
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Cover Image
Regularized estimation of structural instability in factor models : the US macroeconomy and the great moderation
Callot, Laurent; Kristensen, Johannes Tang - 2015
focus on the Great Moderation. Models with parsimoniously time-varying parameters are models with an unknown number of break …
Persistent link: https://www.econbiz.de/10010532582
Saved in:
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