Stability in a Random Coefficient Model

DOI10.2307/2525877zbMATH Open0283.60065OpenAlexW2023970056MaRDI QIDQ4769734FDOQ4769734

Authors John Conlisk 

Publication date 1974

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2525877

Mathematics Subject Classification ID

Stochastic analysis (60H99)

Cited In (16)

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• A first order continuous time <scp>VAR</scp> with random coefficients
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• On first and second order stationarity of random coefficient models
• Random autoregressive models: a structured overview
• Monitoring parameter changes for random coefficient autoregressive models
• Monitoring parameter changes in RCA(\(p\)) models
• THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I
• Stationarity of econometric learning with bounded memory and a predicted state variable
• 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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