Listar ECO_Articles por autoría "15f3a1c3-1c9b-4aaf-8007-9e5370ebd940"
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Modelling Time-Varying Parameters in Panel Data State-Space Frameworks: An Application to the Feldstein–Horioka Puzzle
Camarero, Mariam; Sapena, Juan; Tamarit, Cecilio Springer (2019)In this paper, we develop a very flexible and comprehensive state-space framework for modeling time series data. Our research extends the simple canonical model usually employed in the literature, into a panel-data ...