A Further Note on Stability in a Random Coefficient Model
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Publication:4134781
DOI10.2307/2525802zbMATH Open0361.62092OpenAlexW2004394116MaRDI QIDQ4134781FDOQ4134781
Authors: John Conlisk 
Publication date: 1976
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2525802
Cited In (18)
- A first order continuous time <scp>VAR</scp> with random coefficients
- Rate of Convergence to Normality of Estimators in a Random Coefficient ARMA(p,q) Model
- Efficient detection of random coefficients in autoregressive models
- Title not available (Why is that?)
- Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence
- Coefficient constancy test in AR-ARCH models
- On first and second order stationarity of random coefficient models
- Random autoregressive models: a structured overview
- Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises
- Monitoring parameter changes for random coefficient autoregressive models
- THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I
- Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations
- The vec-permutation matrix, the vec operator and Kronecker products: a review
- Sample path properties of an explosive double autoregressive model
- Inference for the random coefficients bifurcating autoregressive model for cell lineage studies
- On nonlinear models for time series
- Risk-efficient sequential estimation of multivariate random coefficient autoregressive process
- Risk efficient estimation of fully dependent random coefficient autoregressive models of general order
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