Variance Estimation in a Random Coefficients Model
Year of publication: |
2006-03
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Authors: | Schlicht, Ekkehart ; Ludsteck, Johannes |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | time-varying coefficients | adaptive estimation | random walk | Kalman filter | state-space model |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C2 - Econometric Methods: Single Equation Models ; C22 - Time-Series Models ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing |
Source: |
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Variance estimation in a random coefficients model
Schlicht, Ekkehart, (2006)
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Variance Estimation in a Random Coefficients Model
Schlicht, Ekkehart, (2006)
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Variance estimation in a random coefficients model
Schlicht, Ekkehart, (2006)
- More ...
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Variance estimation in a random coefficients model
Schlicht, Ekkehart, (2006)
-
Variance Estimation in a Random Coefficients Model
Schlicht, Ekkehart, (2006)
-
Variance Estimation in a Random Coefficients Model
Schlicht, Ekkehart, (2006)
- More ...