Time varying dimension models [electronic resource] / Joshua C.C. Chan ... [et al.].
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Time varying dimension models [electronic resource] / Joshua C.C. Chan ... [et al.].
Time varying dimension models [electronic resource] / Joshua C.C. Chan ... [et al.].
About this item
Full title
Publisher
[Canberra] : Australian National University, [College of Business & Economics], 2010.
Date
2010.
Record Identifier
MMS ID
Language
English
Formats
Publication information
Publisher
[Canberra] : Australian National University, [College of Business & Economics], 2010.
Series
Place of Publication
Australian Capital Territory
Date Published
2010.
Subjects
More information
Scope and Contents
Summary
Time varying parameter (TVP) models have enjoyed an increasing popularity in empirical macroeconomics. However, TVP models are parameter-rich and risk over-fitting unless the dimension of the model is small. Motivated by this worry, this paper proposes several Time Varying dimension (TVD) models where the dimension of the model can change over time...
Alternative Titles
Full title
Time varying dimension models [electronic resource] / Joshua C.C. Chan ... [et al.].
Authors, Artists and Contributors
Notes
General note
Working papers in economics & econometrics ; no. 523.
Title from title screen (viewed on September 21, 2010).
"May 2010".
Includes bibliographical references (p. 31-33)
System details note
Mode of access: Internet via the World Wide Web. Available at: http://www.cbe.anu.edu.au/research/papers/pdf/wp523.pdf.
System requirements: Adobe Acrobat reader required to view document.
Contextual Information
Other version (online)
Identifiers
Primary Identifiers
Record Identifier
74VM0oGXNyod
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VM0oGXNyod
Other Identifiers
ISBN
0868315230
9780868315232
DDC
519.55
MMS ID
991001819219702626
