Inference on stochastic time-varying coefficient models (Q2512638): Difference between revisions

@@ Property / cites work @@
+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
+Normal rank
@@ Property / cites work @@
+Q3608194
@@ Property / cites work: Q3608194 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4082864
@@ Property / cites work: Q4082864 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic inference for nearly nonstationary AR(1) processes
+Normal rank
@@ Property / cites work @@
+Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?
+Normal rank
@@ Property / cites work @@
+Nonlinear mean reversion in real exchange rates.
@@ Property / cites work: Nonlinear mean reversion in real exchange rates. / rank @@
+Normal rank
@@ Property / cites work @@
+Tests of Equality Between Sets of Coefficients in Two Linear Regressions
+Normal rank
@@ Property / cites work @@
+Fitting time series models to nonstationary processes
+Normal rank
@@ Property / cites work @@
+On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series
+Normal rank
@@ Property / cites work @@
+Forecasting and conditional projection using realistic prior distributions
+Normal rank
@@ Property / cites work @@
+Q3399435
@@ Property / cites work: Q3399435 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling structural breaks in economic relationships using large shocks
+Normal rank
@@ Property / cites work @@
+Time varying VARs with inequality restrictions
@@ Property / cites work: Time varying VARs with inequality restrictions / rank @@
+Normal rank
@@ Property / cites work @@
+Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
+Normal rank
@@ Property / cites work @@
+Efficient Estimation of the Parameter Path in Unstable Time Series Models
+Normal rank
@@ Property / cites work @@
+Testing Models of Low-Frequency Variability
@@ Property / cites work: Testing Models of Low-Frequency Variability / rank @@
+Normal rank
@@ Property / cites work @@
+Forecasting Time Series Subject to Multiple Structural Breaks
+Normal rank
@@ Property / cites work @@
+Towards a unified asymptotic theory for autoregression
+Normal rank
@@ Property / cites work @@
+Limit theory for moderate deviations from a unit root
+Normal rank
@@ Property / cites work @@
+Asymptotics for linear processes
@@ Property / cites work: Asymptotics for linear processes / rank @@
+Normal rank
@@ Property / cites work @@
+The Cusum Test with Ols Residuals
@@ Property / cites work: The Cusum Test with Ols Residuals / rank @@
+Normal rank
@@ Property / cites work @@
+Q5521155
@@ Property / cites work: Q5521155 / rank @@
+Normal rank
@@ Property / cites work @@
+Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model
+Normal rank
@@ Property / cites work @@
+Q4084474
@@ Property / cites work: Q4084474 / rank @@
+Normal rank