Autoregressive Models with Time-dependent Coefficients. A comparison between Several Approaches
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References listed on IDEAS
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More about this item
KeywordsNonstationary process; time series; time dependent model; time varying model; locally statiionary processes;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2018-01-01 (All new papers)
- NEP-ECM-2018-01-01 (Econometrics)
- NEP-ETS-2018-01-01 (Econometric Time Series)
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