Detection and modeling of regression parameter variation across frequencies with an application to testing the permanent income hypothesis

Macroeconomic Dynamics

Volumn 3, Issue 1, 1999, Pages 69-83

  Tan, Hui Boon ^a   Ashley, Richard ^a  

^a VIRGINIA POLYTECHNIC INSTITUTE AND STATE UNIVERSITY   (United States)

Author keywords

Frequency domain; Parameter variation; Permanent income

Indexed keywords

EID: 0038850184     PISSN: 13651005     EISSN: None     Source Type: Journal    
DOI: 10.1017/s1365100599010032     Document Type: Article

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