Longrun Relationships Evolving Over Time
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KeywordsCointegrating Regression; Time Heterogeneity; Kernel Estimation; GLS Correction for Heteroskedasticity;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-1999-07-28 (All new papers)
- NEP-ECM-1999-08-04 (Econometrics)
- NEP-ETS-1999-07-28 (Econometric Time Series)
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