Pages that link to "Item:Q2512638"

The following pages link to Inference on stochastic time-varying coefficient models (Q2512638):

Displaying 24 items.

• The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
• Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
• The time-varying GARCH-in-mean model (Q1782322) (← links)
• Time-varying Lasso (Q1787675) (← links)
• What (really) accounts for the fall in hours after a technology shock? (Q1994613) (← links)
• Choosing between persistent and stationary volatility (Q2112824) (← links)
• Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models (Q2155313) (← links)
• Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148) (← links)
• Time-varying cointegration with an application to the UK Great Ratios (Q2208633) (← links)
• Time-varying instrumental variable estimation (Q2236874) (← links)
• A test for strict stationarity in a random coefficient autoregressive model of order 1 (Q2244577) (← links)
• The time-varying effect of fiscal policy on inflation: evidence from historical US data (Q2292797) (← links)
• Time variation in the persistence of unemployment over the past century (Q2315393) (← links)
• A quasi-Bayesian local likelihood approach to time varying parameter VAR models (Q2323382) (← links)
• A time-varying parameter structural model of the UK economy (Q2338502) (← links)
• Adaptive forecasting in the presence of recent and ongoing structural change (Q2453078) (← links)
• UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS (Q2936574) (← links)
• Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models (Q3120664) (← links)
• ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS (Q5024496) (← links)
• Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach (Q5140653) (← links)
• INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS (Q5221309) (← links)
• Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (Q5226150) (← links)
• Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)
• Specification tests for time-varying coefficient models (Q6108274) (← links)