Please use this identifier to cite or link to this item: http://hdl.handle.net/2381/7602
Full metadata record
DC FieldValueLanguage
dc.contributor.authorHall, Stephen G.-
dc.contributor.authorSwamy, P. A. V. B.-
dc.contributor.authorTavlas, George S.-
dc.contributor.authorHondroyiannis, George-
dc.date.accessioned2010-03-02T12:22:08Z-
dc.date.available2010-03-02T12:22:08Z-
dc.date.issued2009-09-
dc.identifier.urihttp://www.le.ac.uk/economics/research/discussion/papers2009.htmlen_GB
dc.identifier.urihttp://hdl.handle.net/2381/7602-
dc.description.abstractTime-varying coefficient (TVC) estimation is a technique that has been developed to produce consistent estimates of parameters in the simultaneous face of measurement errors, unknown functional form and omitted variables. Previous work on the technique has not paid explicit attention to the issue of non-stationarity. This paper outlines the basic stages of the technique and discusses in detail how the issue of non-stationarity and cointegration affect each stage of the TVC estimation procedure.en_GB
dc.language.isoenen_GB
dc.publisherDept. of Economics, University of Leicesteren_GB
dc.relation.ispartofseriesPapers in Economicsen_GB
dc.relation.ispartofseries09/13en_GB
dc.subjectSpecification Problemen_GB
dc.subjectCorrect interpretation of coefficientsen_GB
dc.subjectAppropriate assumptionen_GB
dc.subjectTime-varying coefficient modelen_GB
dc.subjectCoefficient driveren_GB
dc.titleTime-varying coefficient estimation in the presence of non-stationarityen_GB
dc.typeReporten_GB
Appears in Collections:Reports, Dept. of Economics

Files in This Item:
File Description SizeFormat 
dp0913[1].pdf123.41 kBAdobe PDFView/Open


Items in LRA are protected by copyright, with all rights reserved, unless otherwise indicated.