Locally time-varying parameter regression

IF 0.8 4区经济学 Q3 ECONOMICS

Econometric Reviews Pub Date : 2024-04-10 DOI:10.1080/07474938.2024.2330127

Zhongfang He

引用次数: 0

Abstract

I discuss a framework to allow dynamic sparsity in time-varying parameter regression models. The conditional variances of the innovations of time-varying parameters are time varying and equal to ze...

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局部时变参数回归

我讨论了一个允许时变参数回归模型动态稀疏性的框架。时变参数创新值的条件方差是时变的，且等于 ze...

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来源期刊

Econometric Reviews 管理科学-数学跨学科应用

CiteScore

1.70

自引率

0.00%

发文量

审稿时长

>12 weeks

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