Media type: E-Book Title: Inference in a stationary/nonstationary autoregressive time-varying-parameter model Contributor: Andrews, Donald W. K. [VerfasserIn]; Li, Ming [VerfasserIn] imprint: New Haven, Connecticut: Cowles Foundation for Research in Economics, Yale University, [2024] Published in: Cowles Foundation for Research in Economics: Cowles Foundation discussion paper ; 2389 Extent: 1 Online-Ressource (circa 41 Seiten); Illustrationen Language: English Keywords: Autoregressive time-varying-parameter model ; endogenous initial condition ; nonparametric estimation ; confidence interval ; Graue Literatur Origination: Footnote: Access State: Open Access