Zanin, L and Marra, G (2012) ROLLING REGRESSION VERSUS TIME-VARYING COEFFICIENT MODELLING: AN EMPIRICAL INVESTIGATION OF THE OKUN'S LAW IN SOME EURO AREA COUNTRIES. BULLETIN OF ECONOMIC RESEARCH , 64 (1) 91 - 108. 10.1111/j.1467-8586.2010.00376.x.
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| Type: | Article |
|---|---|
| Title: | ROLLING REGRESSION VERSUS TIME-VARYING COEFFICIENT MODELLING: AN EMPIRICAL INVESTIGATION OF THE OKUN'S LAW IN SOME EURO AREA COUNTRIES |
| DOI: | 10.1111/j.1467-8586.2010.00376.x |
| Keywords: | Okun's coefficient, penalized regression spline, rolling regression, time-varying coefficient model, C14, C50, E24 |
| UCL classification: | UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Statistical Science |
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