Identification Theory for Time Varying Models
收藏NBER1976-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w0127
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资源简介：
The identification of time-varying coefficient regression models is investigated using an analysis of the classical information matrix. The variable coefficients are characterized by autoregressive stochastic processes, allowing the entire model to be case in state space form. Thus the unknown
提供机构：
美国国家经济研究局
创建时间：
1976-03-01
