Non-linear models: Where do we go next - Time varying parameter models?

Studies in Nonlinear Dynamics and Econometrics

Volumn 12, Issue 3, 2008, Pages

  Granger, Clive W J ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Forecasting; Non linear models; Time varying parameter models

Indexed keywords

EID: 55549089651     PISSN: 10811826     EISSN: 15583708     Source Type: Journal    
DOI: 10.2202/1558-3708.1639     Document Type: Article

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