DETECTION AND MODELING OF REGRESSION PARAMETER VARIATION ACROSS FREQUENCIES

DOI10.1017/S1365100599010032zbMath1037.91599OpenAlexW2008222847MaRDI QIDQ4267229

Hui Boon Tan, Richard A. Ashley

Publication date: 7 December 1999

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1365100599010032

zbMATH Keywords

permanent incomeparameter variationfequency domain

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series

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