Recently, there has been considerable work on stochastic time-varying coefficient models as vehicles for modelling structural change in the macroeconomy with a focus on the estimation of the unobserved paths of random coefficient processes. The dominant estimation methods, in this context, are...

Digital broadcast technologies have expanded the virtual capacity of live performing arts venues, but they have also raised concerns about possible cannibalisation of box office revenues. We report the results of a quasi-field experiment involving the Royal National Theatre’s live broadcasts...