Pages that link to "Item:Q6108274"
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The following pages link to Specification tests for time-varying coefficient models (Q6108274):
Displaying 4 items.
- Testing for time variation in an unobserved components model for the U.S. economy (Q1655731) (← links)
- AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL (Q3776447) (← links)
- Regularized GMM for time-varying models with applications to asset pricing (Q6572252) (← links)
- Estimating and testing for smooth structural changes in moment condition models (Q6664671) (← links)