The time-varying-parameter model as an alternative to arch for modeling changing conditional variance - the case of Lucas hypothesis
- Författare
- Charles R. Nelson
- (Charles R. Nelson, Chang-Jin Kim)
- Genre
- Bibliografi
- Språk
- Engelska
| Förlag | År | Ort | Om boken | ISBN |
|---|---|---|---|---|
| National Bureau of Economic Research | 1988 | USA, Cambridge, MA | 26 [6] sidor. : diagr. |