On estimation in econometric systems in the presence of time-varying parameters
Economic systems are often subject to structural variability. For the achievement of correct structural specification in econometric modelling it is then important to allow for parameters that are time-varying, and to apply estimation techniques suitably designed for inference in such models. One re...
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| Format: | Doctoral Thesis |
| Language: | English |
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Umeå universitet, Statistiska institutionen
1980
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-7223 |