Time Varying Coefficient Models; A Proposal for selecting the Coefficient Driver Sets

Stephen G. Hall (), P. A. V. B. Swamy () and George Tavlas

No 14/18, Discussion Papers in Economics from Division of Economics, School of Business, University of Leicester

Keywords: Time-varying coefficient model; Coefficient driver; Specification Problem; Correct interpretation of coefficients (search for similar items in EconPapers)
JEL-codes: C13 C19 C22 (search for similar items in EconPapers)
Date: 2014-12
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (2)

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Related works:
Journal Article: TIME-VARYING COEFFICIENT MODELS: A PROPOSAL FOR SELECTING THE COEFFICIENT DRIVER SETS (2017)
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