Time Varying Dimension Models

DOI10.1080/07350015.2012.663258MaRDI QIDQ6666878zbMATH OpenFDO

Authors Joshua C. C. Chan, Gary Koop, Roberto Leon-Gonzalez, Rodney W. Strachan

Publication date 20 January 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2012.663258

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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