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• George Kapetanios

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Paper provided by Queen Mary, University of London, Department of Economics in its series Working Papers with number 475.

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Date of creation: Nov 2002
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Handle: RePEc:qmw:qmwecw:wp475

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Related research

Keywords: Stationarity; Random coefficient models;

Find related papers by JEL classification:
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions

This paper has been announced in the following NEP Reports:

• NEP-ALL-2002-12-02 (All new papers)
• NEP-ECM-2002-12-10 (Econometrics)
• NEP-ETS-2002-12-02 (Econometric Time Series)

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This page was last updated on 2009-11-7.