Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models?

DOI10.2202/1558-3708.1639zbMath1193.91115OpenAlexW2080170198MaRDI QIDQ3574721

Clive W. J. Granger

Publication date: 2 July 2010

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1639

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02) Economic time series analysis (91B84)

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