Autoregressive Models with Time-dependent Coefficients. A comparison between Several Approaches

Rajae Azrak and Guy Melard

Working Papers ECARES from ULB -- Universite Libre de Bruxelles

Keywords: Nonstationary process; time series; time dependent model; time varying model; locally statiionary processes (search for similar items in EconPapers)
Pages: 23 p.
Date: 2017-12
New Economics Papers: this item is included in nep-ecm and nep-ets
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