Karanasos, M., Paraskevopoulos, A.G., Magdalinos, T. and Canepa, A. (2024) A unified theory for ARMA models with varying coefficients: one solution fits all. Econometric Theory. (In Press)
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TimeVarying_18_March_2024
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Accepted/In Press date: 17 May 2024
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Local EPrints ID: 491781
URI: http://eprints.soton.ac.uk/id/eprint/491781
ISSN: 0266-4666
PURE UUID: 0f87dcf4-c16a-453c-b4ef-fca1f756e8cf
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Date deposited: 03 Jul 2024 17:31
Last modified: 11 Jul 2024 04:21
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Contributors
Author:
M. Karanasos
Author:
A.G. Paraskevopoulos
Author:
T. Magdalinos
Author:
A. Canepa
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